+111.7%
VSH vs DG
+21.6%
+90.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.6% |
| 7D | +3.5% | -4.8% | +8.4% | +3.3% |
| 30D | -4.4% | +1.8% | -6.1% | -4.2% |
| 3M | -45.8% | +14.5% | -60.3% | -46.4% |
| 6M | +90.1% | -13.6% | +103.7% | +96.9% |
| YTD | +120.3% | -4.8% | +125.2% | +121.0% |
| All | +111.7% | +21.6% | +90.1% | +95.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling