+112.0%
VSH vs DD
+41.5%
+70.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.2% |
| 7D | +4.1% | -3.5% | +7.6% | +6.9% |
| 30D | -4.2% | -10.3% | +6.2% | +4.0% |
| 3M | -50.0% | -7.5% | -42.4% | -47.0% |
| 6M | +80.2% | -8.0% | +88.2% | +90.6% |
| YTD | +121.1% | +10.5% | +110.6% | +111.5% |
| 1Y | +112.0% | +38.3% | +73.7% | +72.0% |
| All | +112.0% | +41.5% | +70.5% | +72.0% |
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