+61.8%
VNQ vs VSH
+196.4%
-134.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.6% |
| 7D | -1.3% | +4.8% | -6.0% | -2.3% |
| 30D | -2.6% | -0.7% | -1.9% | -2.7% |
| 3M | -2.0% | -43.1% | +41.0% | +8.5% |
| 6M | +4.3% | +91.8% | -87.5% | -17.5% |
| YTD | +9.2% | +131.6% | -122.4% | -18.7% |
| 1Y | +5.6% | +118.1% | -112.5% | -20.8% |
| 3Y | +30.8% | +40.9% | -10.0% | +6.8% |
| 5Y | +8.0% | +75.8% | -67.8% | -19.9% |
| All | +61.8% | +196.4% | -134.6% | -3.0% |
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 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