+273.8%
VSH vs AMCR
+102.7%
+171.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +6.2% | -1.8% | +8.0% | +7.0% |
| 30D | -11.1% | -6.0% | -5.1% | -9.0% |
| 3M | -44.9% | +18.9% | -63.8% | -49.3% |
| 6M | +90.0% | +5.7% | +84.3% | +82.8% |
| YTD | +118.8% | +11.1% | +107.7% | +104.6% |
| 1Y | +109.0% | +14.4% | +94.5% | +92.6% |
| 3Y | +35.6% | +13.0% | +22.6% | +25.7% |
| 5Y | +66.7% | -7.5% | +74.2% | +67.2% |
| 10Y | +167.9% | +20.1% | +147.8% | +134.9% |
| All | +273.8% | +102.7% | +171.0% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling