+800.0%
VGT vs VSH
+196.4%
+603.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.9% | -1.1% |
| 7D | -0.2% | +4.8% | -4.9% | -2.0% |
| 30D | -0.4% | -0.7% | +0.3% | -0.5% |
| 3M | +4.4% | -43.1% | +47.5% | +25.4% |
| 6M | +32.1% | +91.8% | -59.7% | -5.1% |
| YTD | +28.8% | +131.6% | -102.8% | -15.4% |
| 1Y | +35.3% | +118.1% | -82.7% | -9.7% |
| 3Y | +124.8% | +40.9% | +83.9% | +70.2% |
| 5Y | +137.9% | +75.8% | +62.2% | +60.0% |
| All | +800.0% | +196.4% | +603.5% | +358.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling