+83.2%
VSH vs VO
+822.3%
-739.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.7% | +10.7% | +9.7% |
| 7D | +3.5% | -0.1% | +3.6% | +4.6% |
| 30D | -22.4% | +0.5% | -22.9% | -22.1% |
| 3M | -25.2% | -1.0% | -24.2% | -23.1% |
| 6M | -22.5% | +6.4% | -29.0% | -26.8% |
| YTD | +84.2% | +13.6% | +70.6% | +60.7% |
| 1Y | +87.1% | +14.5% | +72.6% | +62.1% |
| 3Y | +31.7% | +67.2% | -35.6% | -27.3% |
| 5Y | +42.6% | +36.1% | +6.5% | +2.4% |
| 10Y | +116.6% | +199.3% | -82.7% | -42.8% |
| All | +83.2% | +822.3% | -739.1% | -90.3% |
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