+7.1%
LOW vs VSH
+38.9%
-31.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.7% |
| 7D | +1.4% | +14.3% | -12.9% | -0.7% |
| 30D | +21.7% | -7.9% | +29.6% | +22.1% |
| 3M | +5.0% | -19.9% | +24.9% | +7.0% |
| 6M | +4.6% | -30.5% | +35.1% | +4.6% |
| YTD | -3.5% | +85.7% | -89.2% | -27.1% |
| 1Y | +0.5% | +98.9% | -98.4% | -25.7% |
| 3Y | +24.8% | +32.1% | -7.3% | +0.5% |
| All | +7.1% | +38.9% | -31.9% | -18.8% |
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