-17.2%
F vs VSH
+38.9%
-56.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.3% |
| 7D | -3.1% | +14.3% | -17.4% | -7.3% |
| 30D | 0.0% | -7.9% | +7.9% | +0.7% |
| 3M | -13.2% | -19.9% | +6.6% | -9.8% |
| 6M | -10.2% | -30.5% | +20.3% | -8.0% |
| YTD | -4.9% | +85.7% | -90.6% | -36.4% |
| 1Y | -6.1% | +98.9% | -105.0% | -39.2% |
| 3Y | +46.0% | +32.1% | +13.9% | +7.4% |
| All | -17.2% | +38.9% | -56.2% | -45.2% |
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