+24,936.4%
ROP vs VSH
+1,239.9%
+23,696.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -4.6% |
| 7D | -4.4% | +4.1% | -8.5% | -5.4% |
| 30D | +3.2% | -4.2% | +7.4% | +3.7% |
| 3M | +23.1% | -50.0% | +73.0% | +39.3% |
| 6M | +13.3% | +80.2% | -66.9% | -7.8% |
| YTD | -7.9% | +121.1% | -128.9% | -29.2% |
| 1Y | -22.1% | +112.0% | -134.1% | -40.0% |
| 3Y | -16.8% | +22.5% | -39.3% | -30.0% |
| 5Y | -13.5% | +64.0% | -77.6% | -33.6% |
| 10Y | +137.7% | +170.4% | -32.7% | +53.5% |
| All | +24,936.4% | +1,239.9% | +23,696.6% | +7,854.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling