+35,208.6%
VLO vs VSH
+1,531.5%
+33,677.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.8% | -5.1% | +1.6% |
| 7D | -0.4% | +12.8% | -13.2% | -3.7% |
| 30D | -16.6% | -9.0% | -7.6% | -15.8% |
| 3M | +12.3% | -12.2% | +24.5% | +13.3% |
| 6M | +47.8% | -15.9% | +63.8% | +44.5% |
| YTD | +126.7% | +103.2% | +23.5% | +74.0% |
| 1Y | +105.4% | +108.4% | -3.1% | +56.2% |
| 3Y | +222.0% | +41.6% | +180.4% | +160.0% |
| 5Y | +449.8% | +54.6% | +395.3% | +328.5% |
| 10Y | +754.3% | +138.2% | +616.1% | +503.9% |
| All | +35,208.6% | +1,531.5% | +33,677.0% | +15,188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling