+138.2%
VSH vs DG
+111.9%
+26.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +12.8% | -3.0% | +15.7% | +13.4% |
| 30D | -9.0% | +8.6% | -17.6% | -10.6% |
| 3M | -12.2% | +15.0% | -27.2% | -14.8% |
| 6M | -15.9% | +32.7% | -48.6% | -21.4% |
| YTD | +103.2% | +5.5% | +97.7% | +98.1% |
| 1Y | +108.4% | +34.6% | +73.8% | +91.9% |
| 3Y | +41.6% | +24.2% | +17.3% | +26.4% |
| 5Y | +54.6% | -32.3% | +86.8% | +63.4% |
| 10Y | +138.2% | +111.1% | +27.1% | +76.2% |
| All | +138.2% | +111.9% | +26.2% | +76.2% |
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