-69.7%
RAM vs VSH
-55.7%
-14.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.1% | -5.3% | -3.2% |
| 7D | -31.3% | -13.6% | -17.6% | -14.5% |
| 30D | -49.4% | -30.4% | -19.0% | -13.9% |
| 3M | -41.4% | -33.3% | -8.1% | +3.2% |
| All | -69.7% | -55.7% | -14.0% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling