+1,636.0%
VSH vs VMC
+3,246.6%
-1,610.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.0% |
| 7D | +4.1% | -4.3% | +8.4% | +6.3% |
| 30D | -4.2% | -8.2% | +4.1% | -0.1% |
| 3M | -50.0% | -7.0% | -42.9% | -48.5% |
| 6M | +80.2% | -10.8% | +90.9% | +88.6% |
| YTD | +121.1% | -7.4% | +128.5% | +125.7% |
| 1Y | +112.0% | -9.5% | +121.5% | +118.9% |
| 3Y | +22.5% | +20.5% | +2.1% | +9.8% |
| 5Y | +64.0% | +51.6% | +12.5% | +30.2% |
| 10Y | +170.4% | +150.0% | +20.3% | +59.2% |
| All | +1,636.0% | +3,246.6% | -1,610.7% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling