+1,421.9%
VSH vs DD
+1,148.4%
+273.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | +26.2% | +6.7% | +19.5% | +22.1% |
| 30D | -12.5% | +19.4% | -31.9% | -20.0% |
| 3M | -16.9% | +7.6% | -24.5% | -19.6% |
| 6M | -17.0% | +2.9% | -19.9% | -17.5% |
| YTD | +93.8% | +29.9% | +64.0% | +70.0% |
| 1Y | +99.3% | +28.6% | +70.7% | +76.0% |
| 3Y | +35.0% | +90.0% | -55.0% | -2.5% |
| 5Y | +45.8% | +68.1% | -22.3% | +10.6% |
| 10Y | +127.1% | +98.7% | +28.4% | +50.8% |
| All | +1,421.9% | +1,148.4% | +273.5% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling