+5,387.7%
O vs VSH
+406.4%
+4,981.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.5% |
| 7D | -0.7% | +4.1% | -4.8% | -1.4% |
| 30D | -1.9% | -4.2% | +2.3% | -1.5% |
| 3M | +3.8% | -50.0% | +53.8% | +13.9% |
| 6M | -4.7% | +80.2% | -84.9% | -17.4% |
| YTD | +12.5% | +121.1% | -108.6% | -6.3% |
| 1Y | +10.8% | +112.0% | -101.2% | -7.5% |
| 3Y | +28.8% | +22.5% | +6.3% | +14.4% |
| 5Y | +13.2% | +64.0% | -50.9% | -6.1% |
| 10Y | +53.5% | +170.4% | -116.9% | +13.2% |
| All | +5,387.7% | +406.4% | +4,981.4% | +2,732.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling