+250.1%
SPOT vs VSH
+103.3%
+146.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -6.9% | +3.1% | -9.9% | -7.5% |
| 30D | +4.1% | -5.7% | +9.8% | +5.1% |
| 3M | +3.7% | -42.5% | +46.2% | +14.7% |
| 6M | -1.6% | +82.7% | -84.3% | -23.3% |
| YTD | -10.2% | +118.2% | -128.4% | -34.4% |
| 1Y | -25.9% | +109.7% | -135.6% | -45.9% |
| 3Y | +235.6% | +35.3% | +200.3% | +167.9% |
| 5Y | +110.6% | +65.6% | +45.0% | +52.9% |
| All | +250.1% | +103.3% | +146.8% | +136.9% |
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