-17.0%
VSH vs DD
+3.4%
-20.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -3.9% |
| 7D | +26.2% | +6.7% | +19.5% | +17.2% |
| 30D | -12.5% | +19.4% | -31.9% | -26.9% |
| 3M | -16.9% | +7.6% | -24.5% | -22.3% |
| 6M | -17.0% | +2.9% | -19.9% | -11.5% |
| All | -17.0% | +3.4% | -20.4% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling