+175.8%
VSH vs DD
+67.0%
+108.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | +3.1% | -2.9% | +6.0% | +5.1% |
| 30D | -5.7% | -11.5% | +5.8% | +2.4% |
| 3M | -42.5% | -5.4% | -37.1% | -40.4% |
| 6M | +82.7% | -6.9% | +89.6% | +92.6% |
| YTD | +118.2% | +6.9% | +111.3% | +109.0% |
| 1Y | +109.7% | +35.6% | +74.0% | +70.3% |
| 3Y | +35.3% | +42.5% | -7.2% | +6.2% |
| 5Y | +65.6% | +58.5% | +7.1% | +18.9% |
| All | +175.8% | +67.0% | +108.8% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling