+192.7%
VSH vs BB
+1.6%
+191.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.7% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | -0.7% | -12.5% | +11.8% | +2.5% |
| 3M | -43.1% | -17.4% | -25.6% | -40.5% |
| 6M | +91.8% | +119.1% | -27.4% | +60.6% |
| YTD | +131.6% | +102.4% | +29.2% | +97.0% |
| 1Y | +118.1% | +98.2% | +19.9% | +85.4% |
| 3Y | +40.9% | +46.9% | -6.0% | +21.4% |
| 5Y | +75.8% | -26.4% | +102.1% | +65.3% |
| All | +192.7% | +1.6% | +191.1% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling