+183.8%
EXC vs VSH
+128.2%
+55.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.4% | -13.4% | -1.4% |
| 7D | -1.7% | +3.5% | -5.2% | -2.4% |
| 30D | +9.3% | -22.4% | +31.7% | +11.9% |
| 3M | +1.0% | -25.2% | +26.2% | +3.5% |
| 6M | +5.9% | -22.5% | +28.5% | +4.7% |
| YTD | +7.6% | +84.2% | -76.6% | -8.9% |
| 1Y | +2.4% | +87.1% | -84.7% | -13.7% |
| 3Y | +30.2% | +31.7% | -1.4% | +12.8% |
| 5Y | +41.4% | +42.6% | -1.2% | +16.2% |
| 10Y | +183.8% | +116.6% | +67.2% | +93.1% |
| All | +183.8% | +128.2% | +55.5% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling