-37.8%
U vs VSH
+123.1%
-160.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +4.4% | +3.5% | +0.8% | +2.6% |
| 30D | -1.3% | -4.4% | +3.1% | 0.0% |
| 3M | +49.6% | -45.8% | +95.4% | +90.7% |
| 6M | +100.2% | +90.1% | +10.0% | +17.0% |
| YTD | -3.7% | +120.3% | -124.0% | -50.9% |
| 1Y | -6.5% | +112.2% | -118.7% | -52.1% |
| 3Y | +12.9% | +36.6% | -23.7% | -24.2% |
| 5Y | -68.3% | +67.0% | -135.3% | -82.0% |
| All | -37.8% | +123.1% | -160.9% | -68.9% |
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