+43.8%
EXC vs VSH
+24.4%
+19.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.0% |
| 7D | -1.2% | -12.9% | +11.8% | -1.1% |
| 30D | +10.0% | -36.9% | +46.8% | +10.3% |
| 3M | +1.6% | -28.8% | +30.4% | +1.8% |
| 6M | +3.3% | -30.3% | +33.6% | +2.4% |
| YTD | +7.6% | +62.4% | -54.8% | +2.7% |
| 1Y | +3.5% | +62.5% | -59.1% | -1.3% |
| 3Y | +27.7% | +7.4% | +20.3% | +26.7% |
| All | +43.8% | +24.4% | +19.4% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling