+601.6%
VLO vs VSH
+65.5%
+536.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.5% |
| 7D | +5.8% | +6.2% | -0.4% | +4.4% |
| 30D | +28.3% | -11.1% | +39.5% | +31.0% |
| 3M | +48.7% | -44.9% | +93.7% | +65.3% |
| 6M | +71.9% | +90.0% | -18.0% | +33.1% |
| YTD | +138.7% | +118.8% | +19.9% | +75.1% |
| 1Y | +148.5% | +109.0% | +39.5% | +82.7% |
| 3Y | +192.7% | +35.6% | +157.0% | +138.0% |
| 5Y | +601.6% | +66.7% | +534.9% | +410.6% |
| All | +601.6% | +65.5% | +536.1% | +410.6% |
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