+192.7%
VSH vs MKTX
+5.0%
+187.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | -0.7% | +0.7% | -1.4% | -0.8% |
| 3M | -43.1% | +40.8% | -83.8% | -46.8% |
| 6M | +91.8% | -8.0% | +99.8% | +93.6% |
| YTD | +131.6% | -8.7% | +140.4% | +133.7% |
| 1Y | +118.1% | -11.8% | +129.9% | +121.1% |
| 3Y | +40.9% | -24.0% | +64.9% | +43.1% |
| 5Y | +75.8% | -60.3% | +136.1% | +104.5% |
| All | +192.7% | +5.0% | +187.7% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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