+112.0%
VSH vs VMC
-8.5%
+120.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.1% |
| 7D | +4.1% | -4.3% | +8.4% | +5.6% |
| 30D | -4.2% | -8.2% | +4.1% | -1.4% |
| 3M | -50.0% | -7.0% | -42.9% | -49.0% |
| 6M | +80.2% | -10.8% | +90.9% | +84.7% |
| YTD | +121.1% | -7.4% | +128.5% | +109.9% |
| 1Y | +112.0% | -9.5% | +121.5% | +104.4% |
| All | +112.0% | -8.5% | +120.5% | +104.4% |
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