+35.6%
VSH vs DG
+10.3%
+25.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -1.0% |
| 7D | +6.2% | -2.5% | +8.7% | +6.2% |
| 30D | -11.1% | +1.0% | -12.1% | -11.1% |
| 3M | -44.9% | +20.3% | -65.2% | -45.4% |
| 6M | +90.0% | -11.7% | +101.7% | +91.6% |
| YTD | +118.8% | -2.3% | +121.1% | +118.9% |
| 1Y | +109.0% | +20.0% | +89.0% | +105.7% |
| 3Y | +35.6% | +7.2% | +28.4% | +34.2% |
| All | +35.6% | +10.3% | +25.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling