+111.1%
VSH vs VMC
+125.2%
-14.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -3.9% |
| 7D | +14.3% | -1.3% | +15.6% | +15.3% |
| 30D | -7.9% | +15.5% | -23.3% | -14.9% |
| 3M | -19.9% | +0.6% | -20.4% | -20.5% |
| 6M | -30.5% | +2.1% | -32.6% | -32.2% |
| YTD | +85.7% | -1.6% | +87.2% | +82.5% |
| 1Y | +98.9% | -1.2% | +100.1% | +95.3% |
| 3Y | +32.1% | +35.3% | -3.2% | +9.3% |
| 5Y | +39.7% | +43.6% | -3.9% | +10.2% |
| All | +111.1% | +125.2% | -14.1% | +25.2% |
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