+98.9%
VSH vs DD
+27.9%
+71.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.6% |
| 7D | +14.3% | +5.0% | +9.4% | +9.4% |
| 30D | -7.9% | +19.7% | -27.5% | -21.1% |
| 3M | -19.9% | +7.2% | -27.0% | -24.2% |
| 6M | -30.5% | +1.0% | -31.6% | -31.2% |
| YTD | +85.7% | +29.1% | +56.6% | +44.1% |
| 1Y | +98.9% | +28.5% | +70.5% | +55.3% |
| All | +98.9% | +27.9% | +71.1% | +55.3% |
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