+66.7%
VSH vs BB
-27.1%
+93.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | +6.2% | +0.5% | +5.7% | +6.0% |
| 30D | -11.1% | -12.4% | +1.2% | -7.4% |
| 3M | -44.9% | -15.3% | -29.6% | -42.2% |
| 6M | +90.0% | +128.8% | -38.8% | +49.7% |
| YTD | +118.8% | +107.7% | +11.1% | +76.7% |
| 1Y | +109.0% | +103.9% | +5.1% | +68.5% |
| 3Y | +35.6% | +72.6% | -36.9% | +6.7% |
| 5Y | +66.7% | -24.3% | +91.0% | +51.0% |
| All | +66.7% | -27.1% | +93.8% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling