+2,926.4%
V vs VSH
+461.6%
+2,464.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.2% |
| 7D | -1.7% | +4.1% | -5.8% | -2.8% |
| 30D | +2.0% | -4.2% | +6.1% | +2.5% |
| 3M | +17.4% | -50.0% | +67.3% | +36.5% |
| 6M | +17.5% | +80.2% | -62.7% | -9.2% |
| YTD | +7.6% | +121.1% | -113.5% | -22.5% |
| 1Y | +7.7% | +112.0% | -104.3% | -22.3% |
| 3Y | +54.7% | +22.5% | +32.1% | +24.8% |
| 5Y | +73.0% | +64.0% | +9.0% | +23.8% |
| 10Y | +390.9% | +170.4% | +220.5% | +179.5% |
| All | +2,926.4% | +461.6% | +2,464.9% | +1,004.0% |
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