+59.9%
VCSH vs VT
+425.9%
-366.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.8% | -1.4% | +2.3% | +0.9% |
| 3M | -0.7% | -1.4% | +0.7% | -0.7% |
| 6M | 0.0% | +5.5% | -5.5% | -0.2% |
| YTD | +0.4% | +12.8% | -12.4% | 0.0% |
| 1Y | +1.3% | +15.4% | -14.1% | +0.8% |
| 3Y | +16.2% | +76.9% | -60.7% | +13.8% |
| 5Y | +12.3% | +60.4% | -48.1% | +10.0% |
| 10Y | +29.0% | +232.8% | -203.8% | +24.7% |
| All | +59.9% | +425.9% | -366.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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