+42.6%
VSH vs VT
+57.4%
-14.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.6% | +10.8% | +8.8% |
| 7D | +3.5% | +0.4% | +3.1% | +3.8% |
| 30D | -22.4% | -2.6% | -19.8% | -17.3% |
| 3M | -25.2% | -3.2% | -21.9% | -19.1% |
| 6M | -22.5% | +0.9% | -23.5% | -19.8% |
| YTD | +84.2% | +11.3% | +72.9% | +64.7% |
| 1Y | +87.1% | +14.0% | +73.1% | +61.8% |
| 3Y | +31.7% | +75.8% | -44.2% | -33.5% |
| 5Y | +42.6% | +57.8% | -15.3% | -16.1% |
| All | +42.6% | +57.4% | -14.8% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling