+13,164.2%
GOOG vs VSH
+302.6%
+12,861.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -1.6% | +3.5% | -5.1% | -2.6% |
| 30D | -7.7% | -4.4% | -3.3% | -6.8% |
| 3M | -9.3% | -45.8% | +36.5% | +5.1% |
| 6M | +7.4% | +90.1% | -82.7% | -17.3% |
| YTD | +4.9% | +120.3% | -115.5% | -23.6% |
| 1Y | +37.2% | +112.2% | -75.0% | +0.3% |
| 3Y | +141.6% | +36.6% | +105.0% | +92.4% |
| 5Y | +128.8% | +67.0% | +61.7% | +69.6% |
| 10Y | +772.7% | +179.5% | +593.3% | +422.8% |
| All | +13,164.2% | +302.6% | +12,861.6% | +5,131.4% |
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