+76.2%
O vs VSH
+115.4%
-39.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.1% |
| 7D | -0.4% | +14.3% | -14.7% | -2.6% |
| 30D | +7.1% | -7.9% | +15.0% | +7.5% |
| 3M | -5.2% | -19.9% | +14.6% | -3.4% |
| 6M | -1.8% | -30.5% | +28.8% | -1.1% |
| YTD | +9.1% | +85.7% | -76.6% | -12.9% |
| 1Y | +9.7% | +98.9% | -89.3% | -14.0% |
| 3Y | +39.1% | +32.1% | +7.1% | +14.7% |
| 5Y | +8.4% | +39.7% | -31.3% | -14.9% |
| All | +76.2% | +115.4% | -39.2% | +15.0% |
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