+60.6%
VCSH vs SPY
+796.9%
-736.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.1% | -2.7% | +2.6% | 0.0% |
| 30D | +0.7% | -5.4% | +6.1% | +0.9% |
| 3M | -0.1% | -4.1% | +4.0% | 0.0% |
| 6M | +0.2% | +0.7% | -0.5% | +0.2% |
| YTD | +0.9% | +8.7% | -7.8% | +0.6% |
| 1Y | +1.8% | +10.9% | -9.1% | +1.4% |
| 3Y | +17.0% | +75.0% | -58.0% | +14.8% |
| 5Y | +12.7% | +67.8% | -55.1% | +10.4% |
| 10Y | +29.6% | +312.9% | -283.2% | +25.6% |
| All | +60.6% | +796.9% | -736.2% | +57.3% |
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