+33.5%
EXC vs VSH
+31.2%
+2.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.2% |
| 7D | +1.4% | +14.3% | -13.0% | +2.0% |
| 30D | +8.6% | -7.9% | +16.4% | +8.5% |
| 3M | +2.4% | -19.9% | +22.2% | +1.9% |
| 6M | +6.5% | -30.5% | +37.0% | +5.5% |
| YTD | +9.0% | +85.7% | -76.6% | +11.0% |
| 1Y | +4.6% | +98.9% | -94.4% | +6.6% |
| 3Y | +33.5% | +32.1% | +1.4% | +34.3% |
| All | +33.5% | +31.2% | +2.3% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling