+938.9%
VLO vs VSH
+172.7%
+766.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +6.2% | +3.5% | +2.7% | +4.8% |
| 30D | +23.5% | -4.4% | +27.9% | +24.9% |
| 3M | +53.9% | -45.8% | +99.7% | +85.6% |
| 6M | +81.7% | +90.1% | -8.5% | +20.7% |
| YTD | +142.5% | +120.3% | +22.1% | +48.0% |
| 1Y | +145.4% | +112.2% | +33.2% | +49.5% |
| 3Y | +197.3% | +36.6% | +160.7% | +109.7% |
| 5Y | +614.6% | +67.0% | +547.6% | +324.3% |
| 10Y | +938.9% | +179.5% | +759.4% | +342.7% |
| All | +938.9% | +172.7% | +766.2% | +342.7% |
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