+1,024.4%
VRT vs VSH
+65.5%
+958.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.2% |
| 7D | +13.6% | +6.2% | +7.4% | +9.9% |
| 30D | +6.8% | -11.1% | +17.9% | +13.6% |
| 3M | -3.2% | -44.9% | +41.7% | +30.8% |
| 6M | +20.3% | +90.0% | -69.6% | -26.0% |
| YTD | +79.6% | +118.8% | -39.2% | +1.0% |
| 1Y | +139.0% | +109.0% | +30.0% | +36.9% |
| 3Y | +644.6% | +35.6% | +609.0% | +444.1% |
| 5Y | +1,024.4% | +66.7% | +957.7% | +531.6% |
| All | +1,024.4% | +65.5% | +958.8% | +531.6% |
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