+63.4%
VSH vs DD
+49.3%
+14.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -3.6% |
| 7D | -13.6% | +8.7% | -22.3% | -19.4% |
| 30D | -30.4% | +15.3% | -45.7% | -38.1% |
| 3M | -33.3% | +5.9% | -39.2% | -36.8% |
| 6M | -15.1% | +11.6% | -26.6% | -21.6% |
| YTD | +80.2% | +26.5% | +53.7% | +51.9% |
| 1Y | +63.4% | +35.4% | +28.0% | +32.4% |
| All | +63.4% | +49.3% | +14.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling