+1,636.0%
VSH vs DD
+961.9%
+674.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.2% |
| 7D | +4.1% | -3.5% | +7.6% | +6.1% |
| 30D | -4.2% | -10.3% | +6.2% | +1.6% |
| 3M | -50.0% | -7.5% | -42.4% | -47.8% |
| 6M | +80.2% | -8.0% | +88.2% | +89.5% |
| YTD | +121.1% | +10.5% | +110.6% | +110.3% |
| 1Y | +112.0% | +38.3% | +73.7% | +78.3% |
| 3Y | +22.5% | +42.5% | -20.0% | +2.1% |
| 5Y | +64.0% | +60.2% | +3.9% | +26.9% |
| 10Y | +170.4% | +68.9% | +101.5% | +94.8% |
| All | +1,636.0% | +961.9% | +674.1% | +419.8% |
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