+120.4%
VSH vs VT
+222.7%
-102.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -3.6% |
| 7D | +26.2% | +2.9% | +23.3% | +21.1% |
| 30D | -12.5% | -2.5% | -10.0% | -7.2% |
| 3M | -16.9% | -3.3% | -13.6% | -10.3% |
| 6M | -17.0% | +1.5% | -18.5% | -14.9% |
| YTD | +93.8% | +11.4% | +82.5% | +74.1% |
| 1Y | +99.3% | +11.9% | +87.4% | +78.4% |
| 3Y | +35.0% | +73.9% | -38.9% | -33.2% |
| 5Y | +45.8% | +57.9% | -12.1% | -16.3% |
| All | +120.4% | +222.7% | -102.3% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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