+22.7%
USB vs VSH
+19.6%
+3.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.8% | +12.7% | +1.0% |
| 7D | -1.5% | -25.2% | +23.7% | +4.3% |
| 30D | +4.3% | -41.8% | +46.1% | +16.1% |
| 3M | -6.1% | -33.4% | +27.4% | +0.7% |
| 6M | +9.4% | -31.0% | +40.4% | +8.0% |
| YTD | +15.2% | +53.6% | -38.4% | -14.7% |
| 1Y | +32.8% | +46.3% | -13.5% | -0.3% |
| 3Y | +91.3% | -1.0% | +92.3% | +59.0% |
| 5Y | +22.7% | +18.6% | +4.0% | -10.3% |
| All | +22.7% | +19.6% | +3.1% | -10.3% |
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 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