+104.0%
U vs VSH
+10.8%
+93.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +3.8% |
| 7D | +36.6% | -12.9% | +49.5% | +40.6% |
| 30D | +13.3% | -36.9% | +50.2% | +28.9% |
| 3M | +26.2% | -28.8% | +54.9% | +36.6% |
| 6M | +88.7% | -30.3% | +119.0% | +88.0% |
| YTD | +16.6% | +62.4% | -45.8% | -26.0% |
| 1Y | +29.0% | +62.5% | -33.6% | -18.3% |
| All | +104.0% | +10.8% | +93.2% | +51.8% |
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