+41.2%
USB vs VSH
+64.7%
-23.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.3% |
| 7D | +1.4% | +4.1% | -2.6% | +0.5% |
| 30D | -1.3% | -4.2% | +2.9% | -0.7% |
| 3M | +15.2% | -50.0% | +65.2% | +33.5% |
| 6M | +18.8% | +80.2% | -61.3% | -10.6% |
| YTD | +21.0% | +121.1% | -100.1% | -15.9% |
| 1Y | +34.0% | +112.0% | -78.0% | -6.6% |
| 3Y | +95.3% | +22.5% | +72.8% | +62.0% |
| All | +41.2% | +64.7% | -23.5% | +2.4% |
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