+3,029.2%
SPY vs VSH
+494.3%
+2,534.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +13.4% | -11.1% | -0.6% |
| 7D | +0.1% | +3.5% | -3.4% | -1.2% |
| 30D | -3.3% | -22.4% | +19.1% | +1.3% |
| 3M | -2.4% | -25.2% | +22.8% | +2.3% |
| 6M | +2.6% | -22.5% | +25.1% | +3.3% |
| YTD | +11.2% | +84.2% | -73.0% | -9.3% |
| 1Y | +13.4% | +87.1% | -73.7% | -8.1% |
| 3Y | +79.9% | +31.7% | +48.2% | +52.0% |
| 5Y | +72.2% | +42.6% | +29.6% | +41.4% |
| 10Y | +307.3% | +116.6% | +190.7% | +193.1% |
| All | +3,029.2% | +494.3% | +2,534.9% | +1,399.2% |
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