+174.9%
VSH vs DG
+99.2%
+75.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +2.8% | -6.3% | +9.1% | +4.0% |
| 30D | -6.0% | +2.4% | -8.4% | -6.5% |
| 3M | -42.6% | +12.4% | -55.1% | -44.4% |
| 6M | +82.1% | -14.9% | +97.0% | +86.3% |
| YTD | +117.5% | -6.1% | +123.6% | +117.4% |
| 1Y | +109.0% | +17.9% | +91.1% | +97.9% |
| 3Y | +34.9% | +3.1% | +31.7% | +26.0% |
| 5Y | +65.1% | -38.7% | +103.7% | +77.3% |
| All | +174.9% | +99.2% | +75.8% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling