+119.5%
RF vs VSH
+31.2%
+88.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +2.0% |
| 7D | +1.9% | +14.3% | -12.4% | -0.8% |
| 30D | +7.3% | -7.9% | +15.2% | +7.9% |
| 3M | -7.9% | -19.9% | +11.9% | -5.5% |
| 6M | +10.5% | -30.5% | +41.0% | +10.7% |
| YTD | +9.6% | +85.7% | -76.0% | -22.2% |
| 1Y | +20.3% | +98.9% | -78.6% | -16.8% |
| 3Y | +119.5% | +32.1% | +87.4% | +64.7% |
| All | +119.5% | +31.2% | +88.3% | +64.7% |
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 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