+494.3%
VSH vs SPY
+3,027.0%
-2,532.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.4% | +11.1% | +10.1% |
| 7D | +3.5% | +0.1% | +3.4% | +4.3% |
| 30D | -22.4% | -3.3% | -19.1% | -17.3% |
| 3M | -25.2% | -2.4% | -22.8% | -21.2% |
| 6M | -22.5% | +2.6% | -25.1% | -22.4% |
| YTD | +84.2% | +11.2% | +73.0% | +66.3% |
| 1Y | +87.1% | +13.4% | +73.7% | +65.0% |
| 3Y | +31.7% | +79.9% | -48.2% | -35.6% |
| 5Y | +42.6% | +72.2% | -29.6% | -26.2% |
| 10Y | +116.6% | +307.3% | -190.7% | -64.2% |
| All | +494.3% | +3,027.0% | -2,532.7% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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