+167.9%
VSH vs DAR
+367.0%
-199.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -4.0% | -2.4% |
| 7D | +6.2% | -0.9% | +7.1% | +6.5% |
| 30D | -11.1% | +13.0% | -24.1% | -16.5% |
| 3M | -44.9% | +15.0% | -59.9% | -48.7% |
| 6M | +90.0% | +26.8% | +63.1% | +68.8% |
| YTD | +118.8% | +86.4% | +32.4% | +63.2% |
| 1Y | +109.0% | +115.1% | -6.1% | +44.5% |
| 3Y | +35.6% | +14.6% | +21.0% | +18.7% |
| 5Y | +66.7% | -8.8% | +75.5% | +52.4% |
| 10Y | +167.9% | +356.5% | -188.6% | +1.0% |
| All | +167.9% | +367.0% | -199.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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