+693.5%
P vs VSH
+173.5%
+520.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.9% |
| 7D | +6.5% | +4.1% | +2.5% | +4.2% |
| 30D | +18.8% | -4.2% | +23.0% | +20.1% |
| 3M | +26.7% | -50.0% | +76.7% | +74.2% |
| 6M | +62.2% | +80.2% | -18.0% | +6.0% |
| YTD | +48.5% | +121.1% | -72.6% | -14.4% |
| 1Y | +26.4% | +112.0% | -85.6% | -27.2% |
| 3Y | +159.4% | +22.5% | +136.9% | +94.2% |
| 5Y | +275.8% | +64.0% | +211.7% | +127.0% |
| All | +693.5% | +173.5% | +520.1% | +252.7% |
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