-42.9%
TER vs VSH
-29.0%
-13.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | -1.6% |
| 7D | -20.5% | -12.9% | -7.5% | -11.8% |
| 30D | -47.0% | -36.9% | -10.1% | -26.4% |
| 3M | -43.3% | -28.8% | -14.5% | -27.7% |
| 6M | -42.9% | -30.3% | -12.6% | -19.4% |
| All | -42.9% | -29.0% | -13.9% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling