-51.4%
VG vs VSH
+41.4%
-92.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.8% |
| 7D | -22.0% | -12.9% | -9.1% | -20.4% |
| 30D | -11.6% | -36.9% | +25.2% | -5.9% |
| 3M | -14.9% | -28.8% | +13.9% | -11.4% |
| 6M | -3.5% | -30.3% | +26.8% | -5.9% |
| YTD | +70.0% | +62.4% | +7.6% | +21.1% |
| 1Y | +50.0% | +62.5% | -12.5% | +6.5% |
| All | -51.4% | +41.4% | -92.8% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling