+7.8%
LOW vs VSH
+67.3%
-59.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.6% | +3.5% | -4.1% | -1.2% |
| 30D | -9.3% | -4.4% | -4.9% | -8.7% |
| 3M | -8.1% | -45.8% | +37.7% | +1.3% |
| 6M | -19.8% | +90.1% | -109.9% | -36.9% |
| YTD | -16.4% | +120.3% | -136.7% | -37.4% |
| 1Y | -24.7% | +112.2% | -136.9% | -43.6% |
| 3Y | -8.8% | +36.6% | -45.4% | -23.4% |
| 5Y | +7.8% | +67.0% | -59.2% | -17.5% |
| All | +7.8% | +67.3% | -59.5% | -17.5% |
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