+239.8%
RF vs VSH
+117.5%
+122.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | +0.3% | -1.6% | +1.9% | 0.0% |
| 30D | +6.2% | -21.3% | +27.5% | +13.9% |
| 3M | -7.8% | -18.9% | +11.1% | -3.7% |
| 6M | +5.9% | -21.4% | +27.4% | +1.0% |
| YTD | +9.0% | +86.8% | -77.8% | -34.7% |
| 1Y | +19.3% | +85.8% | -66.5% | -28.7% |
| 3Y | +116.4% | +30.1% | +86.3% | +43.5% |
| 5Y | +46.0% | +42.8% | +3.2% | -12.4% |
| 10Y | +239.8% | +121.2% | +118.6% | +43.2% |
| All | +239.8% | +117.5% | +122.3% | +43.2% |
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 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