+2,340.5%
EXC vs VSH
+1,674.8%
+665.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.5% |
| 7D | +0.3% | +4.1% | -3.8% | -0.1% |
| 30D | -3.7% | -4.2% | +0.4% | -3.5% |
| 3M | -1.3% | -50.0% | +48.7% | +4.3% |
| 6M | -9.7% | +80.2% | -89.9% | -16.8% |
| YTD | +2.9% | +121.1% | -118.2% | -7.4% |
| 1Y | +4.4% | +112.0% | -107.6% | -6.1% |
| 3Y | +22.2% | +22.5% | -0.3% | +14.0% |
| 5Y | +46.7% | +64.0% | -17.3% | +31.4% |
| 10Y | +155.3% | +170.4% | -15.0% | +113.6% |
| All | +2,340.5% | +1,674.8% | +665.7% | +1,399.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling