+392.1%
VNQ vs VSH
+309.2%
+82.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -0.4% | +6.2% | -6.6% | -2.3% |
| 30D | -2.5% | -11.1% | +8.6% | +0.7% |
| 3M | +1.4% | -44.9% | +46.3% | +17.7% |
| 6M | +4.6% | +90.0% | -85.4% | -23.0% |
| YTD | +10.5% | +118.8% | -108.3% | -23.4% |
| 1Y | +8.4% | +109.0% | -100.6% | -24.7% |
| 3Y | +32.4% | +35.6% | -3.2% | +0.7% |
| 5Y | +5.5% | +66.7% | -61.2% | -28.0% |
| 10Y | +59.1% | +167.9% | -108.9% | -18.9% |
| All | +392.1% | +309.2% | +82.9% | +24.8% |
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