+319.7%
SPY vs VSH
+172.7%
+146.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -0.4% | +3.5% | -3.9% | -1.3% |
| 30D | -1.4% | -4.4% | +3.0% | -0.5% |
| 3M | +3.7% | -45.8% | +49.5% | +19.6% |
| 6M | +13.0% | +90.1% | -77.1% | -13.2% |
| YTD | +12.4% | +120.3% | -107.9% | -18.3% |
| 1Y | +18.5% | +112.2% | -93.7% | -13.7% |
| 3Y | +77.6% | +36.6% | +41.0% | +42.0% |
| 5Y | +81.7% | +67.0% | +14.7% | +31.8% |
| 10Y | +319.7% | +179.5% | +140.2% | +136.8% |
| All | +319.7% | +172.7% | +146.9% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling