-48.5%
TE vs VSH
+64.0%
-112.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -5.8% |
| 7D | +0.9% | +2.8% | -1.9% | -1.3% |
| 30D | -16.3% | -6.0% | -10.3% | -12.3% |
| 3M | -40.8% | -42.6% | +1.9% | -11.2% |
| 6M | -42.6% | +82.1% | -124.7% | -64.4% |
| YTD | -31.4% | +117.5% | -149.0% | -63.2% |
| 1Y | +144.9% | +109.0% | +35.9% | +35.4% |
| 3Y | -26.0% | +34.9% | -60.9% | -42.0% |
| 5Y | -48.5% | +65.1% | -113.6% | -65.9% |
| All | -48.5% | +64.0% | -112.5% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling