+42.8%
VSH vs DD
+70.0%
-27.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | -1.6% | +2.2% | -3.8% | -2.5% |
| 30D | -21.3% | +20.7% | -42.0% | -31.3% |
| 3M | -18.9% | +11.3% | -30.2% | -24.7% |
| 6M | -21.4% | +6.0% | -27.4% | -24.2% |
| YTD | +86.8% | +31.7% | +55.1% | +53.1% |
| 1Y | +85.8% | +32.2% | +53.5% | +51.9% |
| 3Y | +30.1% | +92.7% | -62.5% | -19.6% |
| 5Y | +42.8% | +72.1% | -29.3% | -7.3% |
| All | +42.8% | +70.0% | -27.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling