+135.1%
VGT vs VSH
+64.0%
+71.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.6% |
| 7D | -1.0% | +2.8% | -3.8% | -2.0% |
| 30D | -0.4% | -6.0% | +5.6% | +1.4% |
| 3M | +6.6% | -42.6% | +49.3% | +26.1% |
| 6M | +31.0% | +82.1% | -51.1% | -3.1% |
| YTD | +27.2% | +117.5% | -90.3% | -13.3% |
| 1Y | +34.5% | +109.0% | -74.6% | -7.9% |
| 3Y | +123.1% | +34.9% | +88.3% | +77.1% |
| 5Y | +135.1% | +65.1% | +70.0% | +58.6% |
| All | +135.1% | +64.0% | +71.1% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling