+707.9%
P vs VSH
+128.2%
+579.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +13.4% | -7.2% | -0.8% |
| 7D | -9.6% | +3.5% | -13.1% | -11.0% |
| 30D | -33.4% | -22.4% | -11.0% | -23.9% |
| 3M | +14.2% | -25.2% | +39.4% | +30.8% |
| 6M | +31.6% | -22.5% | +54.1% | +37.7% |
| YTD | +53.5% | +84.2% | -30.7% | -3.3% |
| 1Y | +14.2% | +87.1% | -72.9% | -29.8% |
| 3Y | +190.5% | +31.7% | +158.8% | +104.4% |
| 5Y | +256.3% | +42.6% | +213.8% | +129.3% |
| 10Y | +707.9% | +116.6% | +591.3% | +291.9% |
| All | +707.9% | +128.2% | +579.6% | +291.9% |
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