+176.6%
P vs VSH
+6.8%
+169.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +1.0% |
| 7D | -23.8% | -12.9% | -10.9% | -18.6% |
| 30D | -36.6% | -36.9% | +0.2% | -22.9% |
| 3M | +10.9% | -28.8% | +39.6% | +27.0% |
| 6M | +30.0% | -30.3% | +60.3% | +41.6% |
| YTD | +44.4% | +62.4% | -18.0% | +4.5% |
| 1Y | +3.9% | +62.5% | -58.6% | -25.6% |
| 3Y | +176.6% | +7.4% | +169.2% | +130.2% |
| All | +176.6% | +6.8% | +169.8% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling