+35.6%
VSH vs VMC
+22.8%
+12.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | +6.2% | -0.5% | +6.7% | +6.6% |
| 30D | -11.1% | -9.1% | -2.0% | -6.4% |
| 3M | -44.9% | -4.1% | -40.8% | -44.3% |
| 6M | +90.0% | -5.5% | +95.5% | +92.5% |
| YTD | +118.8% | -8.9% | +127.7% | +122.1% |
| 1Y | +109.0% | -12.9% | +121.9% | +118.9% |
| 3Y | +35.6% | +22.1% | +13.5% | +17.2% |
| All | +35.6% | +22.8% | +12.8% | +17.2% |
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 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