-6.5%
IR vs VSH
+105.2%
-111.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +0.6% | +6.2% | -5.6% | -0.1% |
| 30D | -13.6% | -11.1% | -2.5% | -12.5% |
| 3M | +3.7% | -44.9% | +48.6% | +12.0% |
| 6M | -13.1% | +90.0% | -103.0% | -30.6% |
| YTD | -5.1% | +118.8% | -123.9% | -27.3% |
| 1Y | -6.5% | +109.0% | -115.4% | -29.0% |
| All | -6.5% | +105.2% | -111.7% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling