+1,744.2%
TER vs VSH
+170.2%
+1,574.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.9% |
| 7D | +11.0% | +6.2% | +4.7% | +6.5% |
| 30D | -1.9% | -11.1% | +9.3% | +6.4% |
| 3M | -0.7% | -44.9% | +44.2% | +47.2% |
| 6M | +36.4% | +90.0% | -53.6% | -14.0% |
| YTD | +92.4% | +118.8% | -26.3% | +10.1% |
| 1Y | +213.5% | +109.0% | +104.5% | +83.1% |
| 3Y | +277.2% | +35.6% | +241.6% | +179.7% |
| 5Y | +219.1% | +66.7% | +152.4% | +105.1% |
| 10Y | +1,744.2% | +167.9% | +1,576.3% | +712.5% |
| All | +1,744.2% | +170.2% | +1,574.0% | +712.5% |
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