+227.1%
LOW vs VSH
+179.3%
+47.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.6% | +3.1% | -5.7% | -3.4% |
| 30D | -11.1% | -5.7% | -5.4% | -10.0% |
| 3M | -8.5% | -42.5% | +34.0% | +3.2% |
| 6M | -20.8% | +82.7% | -103.5% | -40.6% |
| YTD | -17.2% | +118.2% | -135.4% | -42.2% |
| 1Y | -24.7% | +109.7% | -134.4% | -47.4% |
| 3Y | -9.7% | +35.3% | -45.0% | -29.6% |
| 5Y | +6.0% | +65.6% | -59.6% | -26.0% |
| All | +227.1% | +179.3% | +47.9% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling