+717.1%
VLO vs VSH
+117.5%
+599.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | -9.5% | -1.6% | -7.9% | -9.6% |
| 30D | -19.1% | -21.3% | +2.2% | -13.9% |
| 3M | +11.4% | -18.9% | +30.3% | +15.7% |
| 6M | +46.7% | -21.4% | +68.2% | +41.1% |
| YTD | +118.6% | +86.8% | +31.8% | +37.1% |
| 1Y | +99.9% | +85.8% | +14.1% | +24.9% |
| 3Y | +210.5% | +30.1% | +180.3% | +111.1% |
| 5Y | +432.7% | +42.8% | +389.9% | +223.8% |
| 10Y | +717.1% | +121.2% | +595.9% | +281.0% |
| All | +717.1% | +117.5% | +599.6% | +281.0% |
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