+60.8%
VCSH vs VT
+437.6%
-376.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | -0.1% | +1.0% | -1.1% | -0.2% |
| 3M | +0.3% | +2.4% | -2.1% | +0.2% |
| 6M | +0.3% | +12.0% | -11.7% | -0.2% |
| YTD | +1.0% | +15.3% | -14.3% | +0.5% |
| 1Y | +2.5% | +22.6% | -20.1% | +1.7% |
| 3Y | +17.3% | +74.7% | -57.3% | +15.0% |
| 5Y | +12.4% | +66.1% | -53.8% | +10.0% |
| 10Y | +29.7% | +225.0% | -195.3% | +25.3% |
| All | +60.8% | +437.6% | -376.8% | +56.0% |
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