+62.5%
T vs VSH
+115.4%
-52.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | +2.5% | +14.3% | -11.8% | +1.1% |
| 30D | -3.8% | -7.9% | +4.1% | -3.6% |
| 3M | -8.7% | -19.9% | +11.1% | -7.6% |
| 6M | -8.1% | -30.5% | +22.4% | -7.7% |
| YTD | -6.4% | +85.7% | -92.1% | -19.5% |
| 1Y | -9.8% | +98.9% | -108.7% | -23.3% |
| 3Y | +65.5% | +32.1% | +33.4% | +45.3% |
| 5Y | +57.0% | +39.7% | +17.3% | +32.1% |
| All | +62.5% | +115.4% | -52.9% | +20.4% |
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