+615.0%
F vs VSH
+1,674.8%
-1,059.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -3.0% | +0.2% |
| 7D | +5.3% | +4.1% | +1.3% | +4.1% |
| 30D | +4.6% | -4.2% | +8.7% | +5.4% |
| 3M | -3.7% | -50.0% | +46.3% | +13.7% |
| 6M | +16.8% | +80.2% | -63.4% | -6.4% |
| YTD | +15.3% | +121.1% | -105.8% | -13.4% |
| 1Y | +31.0% | +112.0% | -81.0% | -1.3% |
| 3Y | +45.4% | +22.5% | +22.9% | +23.8% |
| 5Y | +54.7% | +64.0% | -9.4% | +21.3% |
| 10Y | +98.2% | +170.4% | -72.1% | +31.9% |
| All | +615.0% | +1,674.8% | -1,059.8% | +153.9% |
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