+231.7%
RF vs VSH
+141.4%
+90.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -3.6% |
| 7D | -1.3% | +12.8% | -14.1% | -6.8% |
| 30D | +4.6% | -9.0% | +13.7% | +6.0% |
| 3M | -8.4% | -12.2% | +3.7% | -7.3% |
| 6M | +8.9% | -15.9% | +24.8% | +1.1% |
| YTD | +8.8% | +103.2% | -94.4% | -37.0% |
| 1Y | +18.9% | +108.4% | -89.5% | -32.3% |
| 3Y | +116.0% | +41.6% | +74.4% | +38.4% |
| 5Y | +46.0% | +54.6% | -8.6% | -15.1% |
| 10Y | +231.7% | +138.2% | +93.6% | +35.6% |
| All | +231.7% | +141.4% | +90.3% | +35.6% |
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