+15.3%
O vs VSH
+67.3%
-52.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -2.3% | +3.5% | -5.8% | -2.5% |
| 30D | -2.4% | -4.4% | +1.9% | -2.3% |
| 3M | -0.6% | -45.8% | +45.2% | +3.0% |
| 6M | -5.0% | +90.1% | -95.1% | -14.3% |
| YTD | +10.4% | +120.3% | -109.9% | -2.4% |
| 1Y | +6.6% | +112.2% | -105.7% | -5.7% |
| 3Y | +28.4% | +36.6% | -8.2% | +20.3% |
| 5Y | +15.3% | +67.0% | -51.7% | +1.1% |
| All | +15.3% | +67.3% | -52.0% | +1.1% |
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