+2,723.0%
VRT vs VSH
+51.5%
+2,671.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | -0.1% | +2.2% |
| 7D | +9.1% | +4.1% | +5.1% | +7.0% |
| 30D | +0.9% | -4.2% | +5.1% | +2.6% |
| 3M | -13.4% | -50.0% | +36.6% | +19.0% |
| 6M | +11.7% | +80.2% | -68.5% | -22.9% |
| YTD | +73.2% | +121.1% | -47.9% | +7.7% |
| 1Y | +123.4% | +112.0% | +11.4% | +40.9% |
| 3Y | +606.2% | +22.5% | +583.6% | +459.4% |
| 5Y | +899.9% | +64.0% | +835.9% | +582.9% |
| All | +2,723.0% | +51.5% | +2,671.6% | +1,511.9% |
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