+1,006.2%
TER vs VSH
+117.5%
+888.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -1.2% |
| 7D | -8.9% | -1.6% | -7.3% | -7.5% |
| 30D | -39.1% | -21.3% | -17.8% | -28.2% |
| 3M | -32.8% | -18.9% | -13.9% | -22.1% |
| 6M | -31.7% | -21.4% | -10.3% | -21.1% |
| YTD | +26.9% | +86.8% | -59.9% | -19.0% |
| 1Y | +33.6% | +85.8% | -52.2% | -14.4% |
| 3Y | +181.5% | +30.1% | +151.4% | +114.8% |
| 5Y | +76.1% | +42.8% | +33.3% | +26.4% |
| 10Y | +1,006.2% | +121.2% | +885.0% | +458.7% |
| All | +1,006.2% | +117.5% | +888.7% | +458.7% |
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