+22.6%
UL vs VSH
+66.1%
-43.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -1.3% | +6.2% | -7.5% | -1.3% |
| 30D | +0.9% | -11.1% | +12.0% | +1.0% |
| 3M | +14.2% | -44.9% | +59.1% | +15.4% |
| 6M | -3.2% | +90.0% | -93.1% | -8.3% |
| YTD | -0.3% | +118.8% | -119.1% | -6.6% |
| 1Y | -8.8% | +109.0% | -117.7% | -14.5% |
| 3Y | +23.9% | +35.6% | -11.8% | +21.6% |
| All | +22.6% | +66.1% | -43.5% | +11.4% |
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