-24.7%
U vs VSH
+64.4%
-89.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +3.1% |
| 7D | +36.6% | -12.9% | +49.5% | +42.4% |
| 30D | +13.3% | -36.9% | +50.2% | +35.6% |
| 3M | +26.2% | -28.8% | +54.9% | +40.6% |
| 6M | +88.7% | -30.3% | +119.0% | +88.5% |
| YTD | +16.6% | +62.4% | -45.8% | -34.3% |
| 1Y | +29.0% | +62.5% | -33.6% | -27.4% |
| 3Y | +99.5% | +7.4% | +92.1% | +40.3% |
| 5Y | -66.1% | +25.4% | -91.5% | -78.8% |
| All | -24.7% | +64.4% | -89.1% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling