+2,451.3%
EXC vs VSH
+1,203.4%
+1,247.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.5% |
| 7D | -1.2% | -12.9% | +11.8% | -0.1% |
| 30D | +10.0% | -36.9% | +46.8% | +14.2% |
| 3M | +1.6% | -28.8% | +30.4% | +4.0% |
| 6M | +3.3% | -30.3% | +33.6% | +4.2% |
| YTD | +7.6% | +62.4% | -54.8% | -1.1% |
| 1Y | +3.5% | +62.5% | -59.1% | -5.0% |
| 3Y | +27.7% | +7.4% | +20.3% | +19.5% |
| 5Y | +41.1% | +25.4% | +15.7% | +28.7% |
| 10Y | +178.2% | +102.6% | +75.6% | +137.5% |
| All | +2,451.3% | +1,203.4% | +1,247.8% | +1,501.9% |
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