+82.7%
O vs VSH
+117.5%
-34.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.2% |
| 7D | +3.5% | -1.6% | +5.1% | +3.4% |
| 30D | +10.4% | -21.3% | +31.7% | +13.6% |
| 3M | -2.4% | -18.9% | +16.5% | -0.6% |
| 6M | -1.2% | -21.4% | +20.2% | -3.3% |
| YTD | +10.4% | +86.8% | -76.4% | -11.9% |
| 1Y | +11.4% | +85.8% | -74.3% | -11.2% |
| 3Y | +40.4% | +30.1% | +10.3% | +16.4% |
| 5Y | +12.1% | +42.8% | -30.7% | -12.5% |
| 10Y | +82.7% | +121.2% | -38.5% | +16.3% |
| All | +82.7% | +117.5% | -34.8% | +16.3% |
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