+1,057.8%
TER vs VSH
+124.9%
+932.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | +2.4% |
| 7D | +24.0% | +26.2% | -2.2% | +5.6% |
| 30D | -30.6% | -12.5% | -18.1% | -24.0% |
| 3M | -34.5% | -16.9% | -17.6% | -25.5% |
| 6M | -26.4% | -17.0% | -9.4% | -18.1% |
| YTD | +36.4% | +93.8% | -57.4% | -15.1% |
| 1Y | +47.4% | +99.3% | -51.9% | -10.0% |
| 3Y | +202.6% | +35.0% | +167.6% | +124.9% |
| 5Y | +83.9% | +45.8% | +38.1% | +29.9% |
| All | +1,057.8% | +124.9% | +932.9% | +482.1% |
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