-22.7%
U vs VSH
+88.0%
-110.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.2% | +9.5% | +7.0% |
| 7D | +2.6% | +14.3% | -11.8% | -4.0% |
| 30D | +27.6% | -7.9% | +35.4% | +27.9% |
| 3M | +15.3% | -19.9% | +35.2% | +21.4% |
| 6M | +96.4% | -30.5% | +126.9% | +100.4% |
| YTD | +19.6% | +85.7% | -66.1% | -36.9% |
| 1Y | +42.1% | +98.9% | -56.8% | -28.7% |
| 3Y | +87.5% | +32.1% | +55.4% | +16.4% |
| 5Y | -73.1% | +39.7% | -112.8% | -84.2% |
| All | -22.7% | +88.0% | -110.7% | -60.0% |
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