+60.6%
VCSH vs SPY
+826.8%
-766.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +0.5% | -2.4% | +2.9% | +0.6% |
| 3M | -0.2% | -1.2% | +1.0% | -0.2% |
| 6M | +0.2% | +3.3% | -3.1% | +0.1% |
| YTD | +0.9% | +12.3% | -11.4% | +0.5% |
| 1Y | +1.5% | +12.4% | -10.9% | +1.1% |
| 3Y | +16.9% | +78.8% | -61.9% | +14.7% |
| 5Y | +13.3% | +75.2% | -61.9% | +10.9% |
| 10Y | +30.6% | +311.1% | -280.5% | +26.4% |
| All | +60.6% | +826.8% | -766.2% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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