+3,310.4%
V vs VSH
+312.4%
+2,997.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -1.5% |
| 7D | +2.2% | -12.9% | +15.1% | +5.3% |
| 30D | +13.6% | -36.9% | +50.4% | +26.2% |
| 3M | +14.3% | -28.8% | +43.1% | +21.6% |
| 6M | +33.1% | -30.3% | +63.4% | +33.9% |
| YTD | +21.2% | +62.4% | -41.1% | -7.3% |
| 1Y | +26.4% | +62.5% | -36.1% | -3.7% |
| 3Y | +77.6% | +7.4% | +70.2% | +43.6% |
| 5Y | +102.6% | +25.4% | +77.2% | +52.0% |
| 10Y | +464.4% | +102.6% | +361.8% | +239.2% |
| All | +3,310.4% | +312.4% | +2,997.9% | +1,220.7% |
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