-39.0%
U vs VSH
+123.9%
-162.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -3.0% |
| 7D | -3.8% | +4.1% | -7.9% | -5.7% |
| 30D | +17.5% | -4.2% | +21.6% | +18.6% |
| 3M | +38.7% | -50.0% | +88.7% | +84.2% |
| 6M | +104.4% | +80.2% | +24.2% | +23.5% |
| YTD | -5.7% | +121.1% | -126.8% | -52.0% |
| 1Y | +3.7% | +112.0% | -108.3% | -46.7% |
| 3Y | +12.3% | +22.5% | -10.2% | -17.8% |
| 5Y | -68.8% | +64.0% | -132.9% | -82.2% |
| All | -39.0% | +123.9% | -162.9% | -69.6% |
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