+63.4%
VSH vs VMC
+3.7%
+59.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.6% | -9.7% | -6.0% |
| 7D | -13.6% | +12.3% | -26.0% | -16.3% |
| 30D | -30.4% | +21.2% | -51.6% | -34.1% |
| 3M | -33.3% | +4.6% | -37.9% | -33.9% |
| 6M | -15.1% | +3.9% | -18.9% | -16.0% |
| YTD | +80.2% | +5.0% | +75.2% | +60.6% |
| 1Y | +63.4% | +2.6% | +60.7% | +49.1% |
| All | +63.4% | +3.7% | +59.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling