+589.4%
SE vs VSH
+76.3%
+513.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.5% |
| 7D | -6.1% | +4.1% | -10.1% | -7.5% |
| 30D | -2.5% | -4.2% | +1.7% | -1.5% |
| 3M | +21.7% | -50.0% | +71.7% | +50.8% |
| 6M | +27.0% | +80.2% | -53.2% | -13.0% |
| YTD | -12.1% | +121.1% | -133.2% | -45.6% |
| 1Y | -40.9% | +112.0% | -152.9% | -63.3% |
| 3Y | +191.0% | +22.5% | +168.5% | +119.6% |
| 5Y | -68.3% | +64.0% | -132.3% | -79.6% |
| All | +589.4% | +76.3% | +513.1% | +279.1% |
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