+1,495.8%
VSH vs MTB
+7,606.4%
-6,110.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +12.8% | -2.0% | +14.8% | +14.3% |
| 30D | -9.0% | +0.1% | -9.2% | -9.0% |
| 3M | -12.2% | -12.1% | -0.1% | -5.9% |
| 6M | -15.9% | +7.3% | -23.2% | -19.6% |
| YTD | +103.2% | +11.5% | +91.7% | +90.5% |
| 1Y | +108.4% | +21.3% | +87.2% | +87.1% |
| 3Y | +41.6% | +104.1% | -62.6% | -2.2% |
| 5Y | +54.6% | +61.8% | -7.2% | +14.9% |
| 10Y | +138.2% | +115.4% | +22.8% | +42.6% |
| All | +1,495.8% | +7,606.4% | -6,110.6% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling