+172.5%
VEA vs VSH
+213.9%
-41.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.9% | +6.2% | -4.4% | 0.0% |
| 30D | +0.8% | -11.1% | +11.9% | +4.0% |
| 3M | +5.7% | -44.9% | +50.6% | +22.4% |
| 6M | +13.3% | +90.0% | -76.7% | -12.1% |
| YTD | +18.4% | +118.8% | -100.4% | -12.8% |
| 1Y | +27.0% | +109.0% | -82.0% | -6.0% |
| 3Y | +79.3% | +35.6% | +43.6% | +43.6% |
| 5Y | +62.1% | +66.7% | -4.6% | +18.4% |
| 10Y | +160.3% | +167.9% | -7.7% | +49.2% |
| All | +172.5% | +213.9% | -41.4% | +6.2% |
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