+196.2%
W vs VSH
+108.0%
+88.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.2% | -5.0% |
| 7D | -3.6% | -12.9% | +9.3% | +3.7% |
| 30D | +7.0% | -36.9% | +43.8% | +38.1% |
| 3M | +7.4% | -28.8% | +36.1% | +24.6% |
| 6M | +69.3% | -30.3% | +99.6% | +78.7% |
| YTD | +11.3% | +62.4% | -51.1% | -39.1% |
| 1Y | +13.2% | +62.5% | -49.3% | -38.9% |
| 3Y | +142.0% | +7.4% | +134.6% | +74.0% |
| 5Y | -54.6% | +25.4% | -80.0% | -69.6% |
| 10Y | +243.7% | +102.6% | +141.1% | +59.8% |
| All | +196.2% | +108.0% | +88.2% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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