+111.1%
VSH vs BUD
-2.1%
+113.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.4% | -4.7% |
| 7D | +14.3% | +1.0% | +13.3% | +13.8% |
| 30D | -7.9% | +6.7% | -14.5% | -11.5% |
| 3M | -19.9% | +5.7% | -25.6% | -23.1% |
| 6M | -30.5% | +5.8% | -36.3% | -34.3% |
| YTD | +85.7% | +34.4% | +51.3% | +55.0% |
| 1Y | +98.9% | +33.3% | +65.7% | +66.7% |
| 3Y | +32.1% | +48.8% | -16.7% | +1.2% |
| 5Y | +39.7% | +52.5% | -12.9% | +2.5% |
| All | +111.1% | -2.1% | +113.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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