+372.3%
SE vs VSH
+49.0%
+323.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.0% |
| 7D | 0.0% | -1.6% | +1.6% | -0.1% |
| 30D | -19.4% | -21.3% | +1.9% | -13.9% |
| 3M | -33.1% | -18.9% | -14.2% | -30.2% |
| 6M | -11.4% | -21.4% | +10.0% | -14.9% |
| YTD | -39.8% | +86.8% | -126.6% | -61.6% |
| 1Y | -50.5% | +85.8% | -136.2% | -68.4% |
| 3Y | +68.9% | +30.1% | +38.7% | +16.3% |
| 5Y | -77.1% | +42.8% | -119.9% | -85.0% |
| All | +372.3% | +49.0% | +323.3% | +167.9% |
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