+174.9%
VSH vs VMC
+154.4%
+20.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | +2.8% | -3.7% | +6.5% | +4.8% |
| 30D | -6.0% | -12.8% | +6.8% | +0.9% |
| 3M | -42.6% | -7.9% | -34.7% | -40.7% |
| 6M | +82.1% | -7.5% | +89.6% | +87.4% |
| YTD | +117.5% | -11.6% | +129.2% | +127.3% |
| 1Y | +109.0% | -14.3% | +123.3% | +122.1% |
| 3Y | +34.9% | +18.5% | +16.4% | +20.1% |
| 5Y | +65.1% | +46.8% | +18.3% | +29.9% |
| All | +174.9% | +154.4% | +20.5% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling