+24.9%
VSH vs DAR
-41.1%
+66.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | -12.9% | -9.9% | -3.0% | -9.3% |
| 30D | -36.9% | -16.4% | -20.5% | -32.6% |
| 3M | -28.8% | -17.1% | -11.7% | -24.2% |
| 6M | -30.3% | -20.5% | -9.8% | -24.7% |
| YTD | +62.4% | +39.4% | +22.9% | +42.1% |
| 1Y | +62.5% | +57.2% | +5.3% | +35.6% |
| 3Y | +7.4% | +13.9% | -6.5% | -4.4% |
| All | +24.9% | -41.1% | +66.0% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling