+1,162.4%
VST vs VSH
+117.5%
+1,044.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.6% |
| 7D | -6.0% | -1.6% | -4.4% | -5.6% |
| 30D | -18.8% | -21.3% | +2.5% | -12.1% |
| 3M | -8.0% | -18.9% | +10.9% | -2.1% |
| 6M | -10.9% | -21.4% | +10.5% | -8.3% |
| YTD | -18.3% | +86.8% | -105.2% | -39.8% |
| 1Y | -29.9% | +85.8% | -115.7% | -48.4% |
| 3Y | +290.3% | +30.1% | +260.2% | +212.5% |
| 5Y | +635.3% | +42.8% | +592.5% | +454.5% |
| 10Y | +1,162.4% | +121.2% | +1,041.1% | +666.7% |
| All | +1,162.4% | +117.5% | +1,044.9% | +666.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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