+456.3%
VRTX vs VSH
+172.7%
+283.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -6.4% | +3.5% | -9.9% | -7.0% |
| 30D | -0.5% | -4.4% | +3.8% | 0.0% |
| 3M | +16.9% | -45.8% | +62.7% | +27.9% |
| 6M | +13.1% | +90.1% | -77.1% | -7.1% |
| YTD | +14.9% | +120.3% | -105.4% | -9.2% |
| 1Y | +31.4% | +112.2% | -80.8% | +3.9% |
| 3Y | +51.9% | +36.6% | +15.3% | +28.8% |
| 5Y | +177.1% | +67.0% | +110.0% | +116.9% |
| 10Y | +456.3% | +179.5% | +276.8% | +199.6% |
| All | +456.3% | +172.7% | +283.6% | +199.6% |
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 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