+432.2%
VLO vs VSH
+41.5%
+390.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.4% | -10.5% | +0.6% |
| 7D | -6.5% | +3.5% | -10.0% | -7.3% |
| 30D | -17.8% | -22.4% | +4.7% | -14.6% |
| 3M | +19.6% | -25.2% | +44.8% | +24.2% |
| 6M | +49.3% | -22.5% | +71.8% | +46.1% |
| YTD | +122.4% | +84.2% | +38.2% | +66.6% |
| 1Y | +107.4% | +87.1% | +20.4% | +54.1% |
| 3Y | +223.1% | +31.7% | +191.4% | +153.5% |
| 5Y | +432.2% | +42.6% | +389.6% | +266.9% |
| All | +432.2% | +41.5% | +390.7% | +266.9% |
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