+507.9%
F vs VSH
+1,399.9%
-892.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.1% |
| 7D | +1.0% | -1.6% | +2.5% | +0.6% |
| 30D | +2.1% | -21.3% | +23.4% | +7.3% |
| 3M | -10.3% | -18.9% | +8.6% | -7.3% |
| 6M | +3.3% | -21.4% | +24.7% | +3.5% |
| YTD | -2.0% | +86.8% | -88.8% | -24.7% |
| 1Y | -2.3% | +85.8% | -88.0% | -24.9% |
| 3Y | +49.9% | +30.1% | +19.8% | +22.3% |
| 5Y | -12.5% | +42.8% | -55.3% | -30.3% |
| 10Y | +74.3% | +121.2% | -47.0% | +19.7% |
| All | +507.9% | +1,399.9% | -892.1% | +120.9% |
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