-41.4%
RAM vs VSH
-31.3%
-10.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.1% | -5.3% | -5.3% |
| 7D | -31.3% | -13.6% | -17.6% | -19.8% |
| 30D | -49.4% | -30.4% | -19.0% | -29.4% |
| 3M | -41.4% | -33.3% | -8.1% | -17.7% |
| All | -41.4% | -31.3% | -10.0% | -17.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling