+202.8%
TER vs VSH
+64.7%
+138.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +2.4% |
| 7D | +0.6% | +4.1% | -3.4% | -2.0% |
| 30D | -8.3% | -4.2% | -4.1% | -5.8% |
| 3M | -12.2% | -50.0% | +37.8% | +40.2% |
| 6M | +17.1% | +80.2% | -63.1% | -24.2% |
| YTD | +84.7% | +121.1% | -36.4% | +3.5% |
| 1Y | +199.9% | +112.0% | +87.9% | +70.9% |
| 3Y | +232.8% | +22.5% | +210.2% | +179.2% |
| All | +202.8% | +64.7% | +138.2% | +88.6% |
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