+119.9%
VSH vs VO
+827.2%
-707.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.7% |
| 7D | +4.1% | -0.3% | +4.3% | +4.4% |
| 30D | -4.2% | -0.3% | -3.8% | -3.6% |
| 3M | -50.0% | +2.9% | -52.9% | -51.3% |
| 6M | +80.2% | +9.3% | +70.8% | +63.2% |
| YTD | +121.1% | +14.2% | +106.9% | +89.2% |
| 1Y | +112.0% | +15.3% | +96.7% | +80.7% |
| 3Y | +22.5% | +56.2% | -33.7% | -26.9% |
| 5Y | +64.0% | +42.4% | +21.6% | +9.4% |
| 10Y | +170.4% | +194.7% | -24.4% | -27.9% |
| All | +119.9% | +827.2% | -707.3% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling