+48.4%
IR vs VSH
+64.7%
-16.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | 0.0% |
| 7D | -2.8% | +4.1% | -6.9% | -4.0% |
| 30D | -15.1% | -4.2% | -11.0% | -14.5% |
| 3M | +6.1% | -50.0% | +56.0% | +27.6% |
| 6M | -16.8% | +80.2% | -97.0% | -39.4% |
| YTD | -3.5% | +121.1% | -124.6% | -35.9% |
| 1Y | -3.5% | +112.0% | -115.5% | -35.6% |
| 3Y | +9.5% | +22.5% | -13.0% | -9.7% |
| All | +48.4% | +64.7% | -16.3% | -2.7% |
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