+173.1%
VSH vs VT
+224.5%
-51.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.5% |
| 7D | +4.1% | +0.4% | +3.6% | +3.3% |
| 30D | -4.2% | +1.0% | -5.1% | -5.4% |
| 3M | -50.0% | +2.4% | -52.4% | -50.7% |
| 6M | +80.2% | +12.0% | +68.2% | +56.3% |
| YTD | +121.1% | +15.3% | +105.8% | +83.9% |
| 1Y | +112.0% | +22.6% | +89.4% | +62.5% |
| 3Y | +22.5% | +74.7% | -52.1% | -41.2% |
| 5Y | +64.0% | +66.1% | -2.1% | -14.7% |
| All | +173.1% | +224.5% | -51.4% | -40.8% |
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