+175.8%
VSH vs DG
+99.2%
+76.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.7% |
| 7D | +3.1% | -6.3% | +9.4% | +4.3% |
| 30D | -5.7% | +2.4% | -8.1% | -6.2% |
| 3M | -42.5% | +12.4% | -54.9% | -44.2% |
| 6M | +82.7% | -14.9% | +97.6% | +86.9% |
| YTD | +118.2% | -6.1% | +124.3% | +118.1% |
| 1Y | +109.7% | +17.9% | +91.8% | +98.5% |
| 3Y | +35.3% | +3.1% | +32.1% | +26.4% |
| 5Y | +65.6% | -38.7% | +104.3% | +77.9% |
| All | +175.8% | +99.2% | +76.6% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling