+543.7%
VSH vs BB
+314.8%
+228.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.6% |
| 7D | +14.3% | +1.8% | +12.5% | +14.1% |
| 30D | -7.9% | +8.1% | -16.0% | -9.3% |
| 3M | -19.9% | -1.0% | -18.9% | -19.7% |
| 6M | -30.5% | +45.9% | -76.4% | -36.4% |
| YTD | +85.7% | +134.8% | -49.2% | +51.6% |
| 1Y | +98.9% | +104.6% | -5.7% | +67.1% |
| 3Y | +32.1% | +152.8% | -120.8% | +0.8% |
| 5Y | +39.7% | -17.4% | +57.1% | +30.7% |
| 10Y | +117.6% | +22.4% | +95.2% | +48.3% |
| All | +543.7% | +314.8% | +228.9% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling