+179.5%
VSH vs VO
+193.0%
-13.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.9% |
| 7D | +3.5% | -0.6% | +4.1% | +4.3% |
| 30D | -4.4% | -1.9% | -2.5% | -1.6% |
| 3M | -45.8% | +3.3% | -49.1% | -47.7% |
| 6M | +90.1% | +9.7% | +80.5% | +70.8% |
| YTD | +120.3% | +12.6% | +107.7% | +91.4% |
| 1Y | +112.2% | +13.6% | +98.6% | +83.7% |
| 3Y | +36.6% | +56.8% | -20.2% | -18.7% |
| 5Y | +67.0% | +42.3% | +24.8% | +12.4% |
| 10Y | +179.5% | +199.2% | -19.7% | -25.0% |
| All | +179.5% | +193.0% | -13.5% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling