+192.7%
VSH vs MTB
+173.8%
+18.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | -0.7% | -4.8% | +4.1% | +2.1% |
| 3M | -43.1% | +6.0% | -49.0% | -45.3% |
| 6M | +91.8% | +19.6% | +72.2% | +71.7% |
| YTD | +131.6% | +21.5% | +110.1% | +105.7% |
| 1Y | +118.1% | +24.7% | +93.4% | +90.7% |
| 3Y | +40.9% | +108.6% | -67.7% | -5.6% |
| 5Y | +75.8% | +106.7% | -31.0% | +11.9% |
| All | +192.7% | +173.8% | +18.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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