+603.9%
VSH vs DG
+606.1%
-2.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.1% |
| 7D | +4.1% | +8.4% | -4.3% | +2.3% |
| 30D | -4.2% | +4.9% | -9.1% | -5.2% |
| 3M | -50.0% | +29.3% | -79.3% | -53.1% |
| 6M | +80.2% | -11.3% | +91.4% | +83.2% |
| YTD | +121.1% | +1.8% | +119.3% | +117.1% |
| 1Y | +112.0% | +25.3% | +86.7% | +97.1% |
| 3Y | +22.5% | +9.1% | +13.4% | +12.4% |
| 5Y | +64.0% | -34.9% | +98.9% | +71.3% |
| 10Y | +170.4% | +108.2% | +62.2% | +97.1% |
| All | +603.9% | +606.1% | -2.2% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling