+67.0%
VSH vs VMC
+48.3%
+18.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.6% |
| 7D | +3.5% | -5.3% | +8.8% | +6.8% |
| 30D | -4.4% | -12.3% | +7.9% | +3.0% |
| 3M | -45.8% | -10.3% | -35.5% | -42.9% |
| 6M | +90.1% | -8.6% | +98.7% | +96.9% |
| YTD | +120.3% | -11.9% | +132.2% | +130.1% |
| 1Y | +112.2% | -13.9% | +126.1% | +125.1% |
| 3Y | +36.6% | +18.2% | +18.4% | +18.0% |
| 5Y | +67.0% | +47.7% | +19.3% | +22.6% |
| All | +67.0% | +48.3% | +18.8% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling