+98.1%
AGG vs VSH
+188.3%
-90.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.1% | +6.2% | -6.1% | +0.1% |
| 30D | -0.4% | -11.1% | +10.8% | -0.4% |
| 3M | -0.3% | -44.9% | +44.6% | -0.2% |
| 6M | -1.2% | +90.0% | -91.2% | -1.2% |
| YTD | -0.4% | +118.8% | -119.1% | -0.3% |
| 1Y | +0.4% | +109.0% | -108.6% | +0.4% |
| 3Y | +13.4% | +35.6% | -22.2% | +13.4% |
| 5Y | -1.4% | +66.7% | -68.1% | -1.4% |
| 10Y | +14.8% | +167.9% | -153.1% | +15.4% |
| All | +98.1% | +188.3% | -90.2% | +98.5% |
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