+67.0%
VSH vs DG
-39.5%
+106.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.9% |
| 7D | +3.5% | -4.8% | +8.4% | +3.9% |
| 30D | -4.4% | +1.8% | -6.1% | -4.5% |
| 3M | -45.8% | +14.5% | -60.3% | -46.6% |
| 6M | +90.1% | -13.6% | +103.7% | +92.2% |
| YTD | +120.3% | -4.8% | +125.2% | +120.3% |
| 1Y | +112.2% | +21.6% | +90.7% | +106.4% |
| 3Y | +36.6% | +4.5% | +32.1% | +33.1% |
| 5Y | +67.0% | -38.5% | +105.5% | +75.0% |
| All | +67.0% | -39.5% | +106.5% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling