+108.4%
VSH vs DG
+39.7%
+68.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +12.8% | -3.0% | +15.7% | +11.8% |
| 30D | -9.0% | +8.6% | -17.6% | -6.9% |
| 3M | -12.2% | +15.0% | -27.2% | -9.3% |
| 6M | -15.9% | +32.7% | -48.6% | -13.7% |
| YTD | +103.2% | +5.5% | +97.7% | +109.5% |
| 1Y | +108.4% | +34.6% | +73.8% | +108.3% |
| All | +108.4% | +39.7% | +68.8% | +108.3% |
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