+647.0%
VRT vs VSH
+41.5%
+605.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +13.4% | -3.8% | +2.0% |
| 7D | -10.6% | +3.5% | -14.1% | -11.9% |
| 30D | -17.4% | -22.4% | +5.0% | -5.0% |
| 3M | -26.4% | -25.2% | -1.2% | -14.4% |
| 6M | -41.0% | -22.5% | -18.5% | -37.5% |
| YTD | +23.8% | +84.2% | -60.4% | -24.3% |
| 1Y | +11.6% | +87.1% | -75.5% | -32.4% |
| 3Y | +403.5% | +31.7% | +371.8% | +256.9% |
| 5Y | +647.0% | +42.6% | +604.5% | +352.5% |
| All | +647.0% | +41.5% | +605.5% | +352.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling