+192.7%
VSH vs ITOT
+303.4%
-110.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +4.9% |
| 7D | +4.8% | -0.9% | +5.7% | +6.3% |
| 30D | -0.7% | -1.5% | +0.8% | +1.6% |
| 3M | -43.1% | +3.6% | -46.6% | -45.2% |
| 6M | +91.8% | +13.7% | +78.1% | +63.8% |
| YTD | +131.6% | +12.9% | +118.7% | +100.3% |
| 1Y | +118.1% | +17.2% | +100.9% | +80.7% |
| 3Y | +40.9% | +75.6% | -34.7% | -29.8% |
| 5Y | +75.8% | +75.5% | +0.3% | -12.1% |
| All | +192.7% | +303.4% | -110.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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