+192.7%
VSH vs BG
+166.7%
+26.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.9% | +6.9% |
| 7D | +4.8% | +3.1% | +1.6% | +3.3% |
| 30D | -0.7% | +10.2% | -10.9% | -5.1% |
| 3M | -43.1% | -1.7% | -41.4% | -43.1% |
| 6M | +91.8% | +1.0% | +90.8% | +89.1% |
| YTD | +131.6% | +39.9% | +91.7% | +98.4% |
| 1Y | +118.1% | +53.2% | +64.9% | +78.5% |
| 3Y | +40.9% | +16.3% | +24.6% | +27.0% |
| 5Y | +75.8% | +83.9% | -8.1% | +23.0% |
| All | +192.7% | +166.7% | +26.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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