+655.3%
P vs VSH
+141.4%
+513.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.8% | -4.3% | -0.2% |
| 7D | -4.7% | +12.8% | -17.5% | -10.4% |
| 30D | -31.4% | -9.0% | -22.4% | -27.8% |
| 3M | -2.6% | -12.2% | +9.6% | +2.9% |
| 6M | +21.9% | -15.9% | +37.9% | +22.1% |
| YTD | +58.9% | +103.2% | -44.3% | -5.0% |
| 1Y | +21.7% | +108.4% | -86.7% | -29.4% |
| 3Y | +193.3% | +41.6% | +151.8% | +98.9% |
| 5Y | +275.1% | +54.6% | +220.5% | +131.6% |
| 10Y | +655.3% | +138.2% | +517.1% | +241.0% |
| All | +655.3% | +141.4% | +513.9% | +241.0% |
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