+597.0%
SE vs VSH
+74.5%
+522.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +0.6% | +6.2% | -5.6% | -1.6% |
| 30D | -0.1% | -11.1% | +11.0% | +3.8% |
| 3M | +34.1% | -44.9% | +79.0% | +59.7% |
| 6M | +23.2% | +90.0% | -66.7% | -17.5% |
| YTD | -11.2% | +118.8% | -130.0% | -44.8% |
| 1Y | -40.5% | +109.0% | -149.5% | -62.9% |
| 3Y | +196.3% | +35.6% | +160.6% | +111.4% |
| 5Y | -67.0% | +66.7% | -133.7% | -79.0% |
| All | +597.0% | +74.5% | +522.5% | +284.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling