+46.4%
RF vs VSH
+38.9%
+7.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +2.2% |
| 7D | +1.9% | +14.3% | -12.4% | -1.7% |
| 30D | +7.3% | -7.9% | +15.2% | +8.0% |
| 3M | -7.9% | -19.9% | +11.9% | -4.9% |
| 6M | +10.5% | -30.5% | +41.0% | +11.4% |
| YTD | +9.6% | +85.7% | -76.0% | -25.9% |
| 1Y | +20.3% | +98.9% | -78.6% | -21.1% |
| 3Y | +119.5% | +32.1% | +87.4% | +61.7% |
| All | +46.4% | +38.9% | +7.5% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling