+78.5%
SPY vs VSH
+32.2%
+46.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.5% | +6.2% | -5.7% | -0.5% |
| 30D | -0.9% | -11.1% | +10.2% | +0.9% |
| 3M | +3.9% | -44.9% | +48.8% | +13.7% |
| 6M | +14.5% | +90.0% | -75.4% | -4.9% |
| YTD | +12.9% | +118.8% | -105.9% | -9.8% |
| 1Y | +19.4% | +109.0% | -89.6% | -4.2% |
| 3Y | +78.5% | +35.6% | +42.8% | +52.4% |
| All | +78.5% | +32.2% | +46.2% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling