+1,855.0%
VRT vs VSH
+28.0%
+1,827.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.6% | -3.8% |
| 7D | -17.7% | -1.6% | -16.1% | -16.7% |
| 30D | -20.0% | -21.3% | +1.3% | -9.8% |
| 3M | -28.1% | -18.9% | -9.2% | -20.6% |
| 6M | -42.8% | -21.4% | -21.4% | -39.3% |
| YTD | +20.0% | +86.8% | -66.9% | -19.3% |
| 1Y | +3.5% | +85.8% | -82.2% | -30.2% |
| 3Y | +366.1% | +30.1% | +336.0% | +256.3% |
| 5Y | +632.2% | +42.8% | +589.4% | +435.9% |
| All | +1,855.0% | +28.0% | +1,827.0% | +1,108.2% |
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