+167.9%
VSH vs CAPR
-77.1%
+245.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.9% |
| 7D | +6.2% | -9.5% | +15.7% | +6.6% |
| 30D | -11.1% | +121.5% | -132.6% | -13.9% |
| 3M | -44.9% | -65.4% | +20.5% | -44.2% |
| 6M | +90.0% | -67.5% | +157.5% | +92.5% |
| YTD | +118.8% | -68.6% | +187.4% | +121.7% |
| 1Y | +109.0% | +42.7% | +66.3% | +87.5% |
| 3Y | +35.6% | +43.4% | -7.7% | +16.3% |
| 5Y | +66.7% | +86.0% | -19.3% | +38.9% |
| 10Y | +167.9% | -77.4% | +245.4% | +106.0% |
| All | +167.9% | -77.1% | +245.1% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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