+613.3%
VSH vs SPY
+3,091.8%
-2,478.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +5.0% |
| 7D | +4.1% | +0.1% | +3.9% | +3.9% |
| 30D | -4.2% | +0.1% | -4.2% | -4.1% |
| 3M | -50.0% | +2.0% | -52.0% | -50.5% |
| 6M | +80.2% | +13.0% | +67.2% | +55.9% |
| YTD | +121.1% | +13.5% | +107.5% | +90.5% |
| 1Y | +112.0% | +20.0% | +92.0% | +70.7% |
| 3Y | +22.5% | +77.2% | -54.7% | -39.9% |
| 5Y | +64.0% | +81.9% | -17.8% | -22.7% |
| 10Y | +170.4% | +314.1% | -143.7% | -57.0% |
| All | +613.3% | +3,091.8% | -2,478.4% | -83.5% |
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