+8,630.0%
TER vs VSH
+1,203.4%
+7,426.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | -0.8% |
| 7D | -20.5% | -12.9% | -7.5% | -13.4% |
| 30D | -47.0% | -36.9% | -10.1% | -30.5% |
| 3M | -43.3% | -28.8% | -14.5% | -30.6% |
| 6M | -42.9% | -30.3% | -12.6% | -30.1% |
| YTD | +12.9% | +62.4% | -49.5% | -15.9% |
| 1Y | +18.2% | +62.5% | -44.4% | -11.9% |
| 3Y | +151.8% | +7.4% | +144.4% | +126.3% |
| 5Y | +54.2% | +25.4% | +28.8% | +28.5% |
| 10Y | +908.2% | +102.6% | +805.6% | +508.7% |
| All | +8,630.0% | +1,203.4% | +7,426.5% | +2,343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling