+42.8%
VSH vs DG
-31.9%
+74.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | -1.6% | +5.2% | -6.8% | -1.7% |
| 30D | -21.3% | +7.9% | -29.2% | -21.6% |
| 3M | -18.9% | +12.7% | -31.6% | -19.5% |
| 6M | -21.4% | +22.4% | -43.9% | -22.8% |
| YTD | +86.8% | +5.4% | +81.4% | +85.7% |
| 1Y | +85.8% | +39.4% | +46.4% | +79.0% |
| 3Y | +30.1% | +24.1% | +6.0% | +24.5% |
| 5Y | +42.8% | -32.2% | +75.0% | +50.4% |
| All | +42.8% | -31.9% | +74.7% | +50.4% |
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