+108.5%
RF vs VSH
+6.8%
+101.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.4% |
| 7D | -0.9% | -12.9% | +12.0% | +1.3% |
| 30D | +6.0% | -36.9% | +42.9% | +14.8% |
| 3M | -8.9% | -28.8% | +19.9% | -4.4% |
| 6M | +2.3% | -30.3% | +32.6% | +0.6% |
| YTD | +7.6% | +62.4% | -54.8% | -21.5% |
| 1Y | +21.2% | +62.5% | -41.4% | -11.9% |
| 3Y | +108.5% | +7.4% | +101.1% | +73.9% |
| All | +108.5% | +6.8% | +101.7% | +73.9% |
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