+314.1%
VOO vs VSH
+179.3%
+134.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | +3.1% | -5.1% | -2.8% |
| 30D | -1.7% | -5.7% | +4.0% | -0.4% |
| 3M | +4.7% | -42.5% | +47.2% | +18.7% |
| 6M | +12.6% | +82.7% | -70.1% | -12.5% |
| YTD | +11.8% | +118.2% | -106.5% | -18.6% |
| 1Y | +17.5% | +109.7% | -92.1% | -14.1% |
| 3Y | +77.0% | +35.3% | +41.7% | +42.0% |
| 5Y | +82.6% | +65.6% | +17.0% | +32.7% |
| All | +314.1% | +179.3% | +134.8% | +134.1% |
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