+8,026.5%
USB vs VSH
+1,132.9%
+6,893.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.8% | +12.7% | +1.3% |
| 7D | -1.5% | -25.2% | +23.7% | +4.7% |
| 30D | +4.3% | -41.8% | +46.1% | +16.6% |
| 3M | -6.1% | -33.4% | +27.4% | +1.1% |
| 6M | +9.4% | -31.0% | +40.4% | +12.1% |
| YTD | +15.2% | +53.6% | -38.4% | -3.8% |
| 1Y | +32.8% | +46.3% | -13.5% | +11.9% |
| 3Y | +91.3% | -1.0% | +92.3% | +71.4% |
| 5Y | +22.7% | +18.6% | +4.0% | +4.4% |
| 10Y | +97.0% | +91.7% | +5.4% | +48.6% |
| All | +8,026.5% | +1,132.9% | +6,893.7% | +3,160.6% |
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