+35,889.1%
VLO vs VSH
+1,674.8%
+34,214.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.1% |
| 7D | +5.2% | +4.1% | +1.2% | +4.1% |
| 30D | +22.6% | -4.2% | +26.8% | +23.2% |
| 3M | +43.8% | -50.0% | +93.7% | +65.3% |
| 6M | +65.7% | +80.2% | -14.4% | +34.8% |
| YTD | +131.1% | +121.1% | +10.0% | +77.3% |
| 1Y | +143.6% | +112.0% | +31.6% | +87.2% |
| 3Y | +201.4% | +22.5% | +178.9% | +157.4% |
| 5Y | +568.9% | +64.0% | +504.8% | +424.1% |
| 10Y | +891.8% | +170.4% | +721.4% | +594.4% |
| All | +35,889.1% | +1,674.8% | +34,214.2% | +15,475.0% |
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