+454.5%
TEAM vs VSH
+141.4%
+313.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.8% | -6.2% | +0.5% |
| 7D | -19.7% | +12.8% | -32.5% | -22.6% |
| 30D | -26.6% | -9.0% | -17.6% | -25.7% |
| 3M | -1.1% | -12.2% | +11.1% | -0.3% |
| 6M | +74.6% | -15.9% | +90.5% | +65.4% |
| YTD | -6.0% | +103.2% | -109.2% | -35.9% |
| 1Y | -3.2% | +108.4% | -111.7% | -34.8% |
| 3Y | -13.5% | +41.6% | -55.1% | -36.6% |
| 5Y | -65.5% | +54.6% | -120.1% | -75.6% |
| 10Y | +454.5% | +138.2% | +316.4% | +208.0% |
| All | +454.5% | +141.4% | +313.1% | +208.0% |
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