+1,216.9%
VST vs VSH
+173.0%
+1,043.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.0% |
| 7D | +8.9% | +4.1% | +4.8% | +7.4% |
| 30D | +6.2% | -4.2% | +10.4% | +7.2% |
| 3M | -2.7% | -50.0% | +47.2% | +20.2% |
| 6M | -8.4% | +80.2% | -88.5% | -30.1% |
| YTD | -7.2% | +121.1% | -128.3% | -34.9% |
| 1Y | -20.9% | +112.0% | -132.9% | -44.1% |
| 3Y | +384.0% | +22.5% | +361.5% | +296.6% |
| 5Y | +757.1% | +64.0% | +693.0% | +520.8% |
| All | +1,216.9% | +173.0% | +1,043.9% | +673.7% |
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