+29,140.1%
ROP vs VSH
+1,032.3%
+28,107.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +0.2% | -1.6% | +1.8% | -0.2% |
| 30D | +30.3% | -21.3% | +51.6% | +35.0% |
| 3M | +17.8% | -18.9% | +36.7% | +20.1% |
| 6M | +38.9% | -21.4% | +60.3% | +35.9% |
| YTD | +7.6% | +86.8% | -79.2% | -16.2% |
| 1Y | +6.5% | +85.8% | -79.3% | -17.2% |
| 3Y | -6.3% | +30.1% | -36.4% | -24.4% |
| 5Y | +0.9% | +42.8% | -41.9% | -21.8% |
| 10Y | +180.7% | +121.2% | +59.5% | +85.3% |
| All | +29,140.1% | +1,032.3% | +28,107.8% | +9,318.1% |
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 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