+666.5%
VSH vs BB
+258.8%
+407.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +4.1% | -5.6% | +9.7% | +5.5% |
| 30D | -4.2% | -11.8% | +7.6% | -1.3% |
| 3M | -50.0% | -25.5% | -24.4% | -46.4% |
| 6M | +80.2% | +121.3% | -41.1% | +49.5% |
| YTD | +121.1% | +103.2% | +17.9% | +86.7% |
| 1Y | +112.0% | +102.6% | +9.4% | +78.2% |
| 3Y | +22.5% | +37.5% | -15.0% | +6.5% |
| 5Y | +64.0% | -30.4% | +94.5% | +58.7% |
| 10Y | +170.4% | 0.0% | +170.4% | +93.0% |
| All | +666.5% | +258.8% | +407.7% | +234.0% |
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