+138.2%
VSH vs VT
+224.4%
-86.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.6% | +6.9% |
| 7D | +12.8% | -0.7% | +13.5% | +15.4% |
| 30D | -9.0% | -1.7% | -7.3% | -4.8% |
| 3M | -12.2% | -2.3% | -9.9% | -6.9% |
| 6M | -15.9% | +1.5% | -17.5% | -13.8% |
| YTD | +103.2% | +12.0% | +91.2% | +80.6% |
| 1Y | +108.4% | +12.9% | +95.6% | +83.9% |
| 3Y | +41.6% | +74.9% | -33.4% | -30.7% |
| 5Y | +54.6% | +59.9% | -5.3% | -13.0% |
| 10Y | +138.2% | +224.6% | -86.4% | -49.0% |
| All | +138.2% | +224.4% | -86.2% | -49.0% |
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