-68.0%
U vs VSH
+65.5%
-133.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +3.1% |
| 7D | +4.5% | +6.2% | -1.7% | +1.4% |
| 30D | -0.6% | -11.1% | +10.5% | +4.2% |
| 3M | +48.4% | -44.9% | +93.3% | +88.6% |
| 6M | +115.4% | +90.0% | +25.4% | +21.9% |
| YTD | -3.2% | +118.8% | -122.0% | -52.5% |
| 1Y | -6.0% | +109.0% | -115.0% | -53.4% |
| 3Y | +13.5% | +35.6% | -22.2% | -23.5% |
| 5Y | -68.0% | +66.7% | -134.7% | -83.0% |
| All | -68.0% | +65.5% | -133.5% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling