+65.6%
VSH vs DTE
+31.2%
+34.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.6% |
| 7D | +3.1% | -2.0% | +5.1% | +3.7% |
| 30D | -5.7% | -2.4% | -3.3% | -5.0% |
| 3M | -42.5% | -7.3% | -35.2% | -41.3% |
| 6M | +82.7% | -7.6% | +90.3% | +86.1% |
| YTD | +118.2% | +5.8% | +112.4% | +110.9% |
| 1Y | +109.7% | +2.3% | +107.3% | +104.9% |
| 3Y | +35.3% | +45.0% | -9.7% | +14.2% |
| 5Y | +65.6% | +33.2% | +32.4% | +40.9% |
| All | +65.6% | +31.2% | +34.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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