+264.0%
VSH vs VEU
+192.1%
+71.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +3.8% |
| 7D | +4.1% | +1.1% | +2.9% | +2.7% |
| 30D | -4.2% | +2.2% | -6.3% | -6.4% |
| 3M | -50.0% | +3.0% | -53.0% | -50.6% |
| 6M | +80.2% | +10.9% | +69.3% | +64.3% |
| YTD | +121.1% | +18.2% | +102.9% | +87.0% |
| 1Y | +112.0% | +28.3% | +83.7% | +64.0% |
| 3Y | +22.5% | +74.6% | -52.1% | -32.2% |
| 5Y | +64.0% | +56.4% | +7.7% | +3.5% |
| 10Y | +170.4% | +153.0% | +17.4% | +5.5% |
| All | +264.0% | +192.1% | +71.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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