+9.6%
U vs VSH
+34.1%
-24.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.5% |
| 7D | -3.8% | +4.1% | -7.9% | -5.2% |
| 30D | +17.5% | -4.2% | +21.6% | +18.4% |
| 3M | +38.7% | -50.0% | +88.7% | +72.8% |
| 6M | +104.4% | +80.2% | +24.2% | +36.6% |
| YTD | -5.7% | +121.1% | -126.8% | -45.6% |
| 1Y | +3.7% | +112.0% | -108.3% | -39.6% |
| All | +9.6% | +34.1% | -24.5% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling