+109.0%
VSH vs VMC
-13.8%
+122.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | +2.8% | -3.7% | +6.5% | +4.1% |
| 30D | -6.0% | -12.8% | +6.8% | -1.7% |
| 3M | -42.6% | -7.9% | -34.7% | -41.6% |
| 6M | +82.1% | -7.5% | +89.6% | +83.6% |
| YTD | +117.5% | -11.6% | +129.2% | +109.1% |
| 1Y | +109.0% | -14.3% | +123.3% | +102.9% |
| All | +109.0% | -13.8% | +122.8% | +102.9% |
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 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