+70.3%
SE vs VSH
+6.8%
+63.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.8% |
| 7D | +2.0% | -12.9% | +14.9% | +4.0% |
| 30D | -20.0% | -36.9% | +16.9% | -14.4% |
| 3M | -31.8% | -28.8% | -3.0% | -28.8% |
| 6M | -15.9% | -30.3% | +14.4% | -16.9% |
| YTD | -40.6% | +62.4% | -103.0% | -54.5% |
| 1Y | -50.7% | +62.5% | -113.2% | -62.3% |
| 3Y | +70.3% | +7.4% | +62.9% | +36.8% |
| All | +70.3% | +6.8% | +63.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling