+30.1%
VSH vs VMC
+39.7%
-9.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.8% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -21.3% | +17.7% | -39.0% | -28.2% |
| 3M | -18.9% | +1.1% | -20.0% | -19.5% |
| 6M | -21.4% | +1.8% | -23.3% | -23.2% |
| YTD | +86.8% | +1.5% | +85.3% | +78.1% |
| 1Y | +85.8% | -1.1% | +86.9% | +80.7% |
| 3Y | +30.1% | +38.8% | -8.6% | -1.6% |
| All | +30.1% | +39.7% | -9.6% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling