+35.6%
VSH vs DD
+47.1%
-11.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +6.2% | -0.6% | +6.8% | +6.8% |
| 30D | -11.1% | -7.4% | -3.7% | -5.3% |
| 3M | -44.9% | -6.4% | -38.5% | -41.9% |
| 6M | +90.0% | -2.5% | +92.4% | +94.7% |
| YTD | +118.8% | +10.2% | +108.6% | +101.6% |
| 1Y | +109.0% | +36.9% | +72.0% | +59.4% |
| 3Y | +35.6% | +47.0% | -11.4% | -4.4% |
| All | +35.6% | +47.1% | -11.5% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling