+175.8%
VSH vs VMC
+154.4%
+21.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +3.1% | -3.7% | +6.8% | +5.1% |
| 30D | -5.7% | -12.8% | +7.1% | +1.2% |
| 3M | -42.5% | -7.9% | -34.5% | -40.5% |
| 6M | +82.7% | -7.5% | +90.2% | +88.0% |
| YTD | +118.2% | -11.6% | +129.9% | +128.0% |
| 1Y | +109.7% | -14.3% | +123.9% | +122.8% |
| 3Y | +35.3% | +18.5% | +16.8% | +20.5% |
| 5Y | +65.6% | +46.8% | +18.8% | +30.3% |
| All | +175.8% | +154.4% | +21.4% | +65.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling