+116.6%
VSH vs CAPR
-64.9%
+181.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +9.4% | +4.0% | +13.1% |
| 7D | +3.5% | +36.0% | -32.6% | +2.4% |
| 30D | -22.4% | +25.8% | -48.2% | -23.1% |
| 3M | -25.2% | +140.8% | -166.0% | -27.9% |
| 6M | -22.5% | -67.6% | +45.0% | -21.6% |
| YTD | +84.2% | -65.9% | +150.1% | +85.7% |
| 1Y | +87.1% | +66.1% | +21.0% | +66.8% |
| 3Y | +31.7% | +256.9% | -225.2% | +9.4% |
| 5Y | +42.6% | +172.1% | -129.5% | +17.1% |
| 10Y | +116.6% | -64.7% | +181.3% | +62.7% |
| All | +116.6% | -64.9% | +181.5% | +62.7% |
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