+167.9%
VSH vs M
-6.4%
+174.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | +6.2% | +2.4% | +3.8% | +5.6% |
| 30D | -11.1% | -11.6% | +0.5% | -8.2% |
| 3M | -44.9% | +1.6% | -46.5% | -45.4% |
| 6M | +90.0% | +25.2% | +64.7% | +78.4% |
| YTD | +118.8% | +3.8% | +115.0% | +115.1% |
| 1Y | +109.0% | +36.3% | +72.6% | +90.7% |
| 3Y | +35.6% | +116.3% | -80.7% | +7.0% |
| 5Y | +66.7% | +28.2% | +38.5% | +39.5% |
| 10Y | +167.9% | -3.4% | +171.3% | +77.3% |
| All | +167.9% | -6.4% | +174.3% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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