+1,357.8%
VSH vs VMC
+3,457.0%
-2,099.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -3.9% |
| 7D | +14.3% | -1.3% | +15.6% | +15.2% |
| 30D | -7.9% | +15.5% | -23.3% | -14.4% |
| 3M | -19.9% | +0.6% | -20.4% | -20.4% |
| 6M | -30.5% | +2.1% | -32.6% | -32.0% |
| YTD | +85.7% | -1.6% | +87.2% | +83.2% |
| 1Y | +98.9% | -1.2% | +100.1% | +96.0% |
| 3Y | +32.1% | +35.3% | -3.2% | +11.7% |
| 5Y | +39.7% | +43.6% | -3.9% | +13.5% |
| 10Y | +117.6% | +126.7% | -9.2% | +34.1% |
| All | +1,357.8% | +3,457.0% | -2,099.3% | +175.8% |
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