-22.0%
VST vs VSH
+92.4%
-114.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.2% |
| 7D | +6.6% | +14.3% | -7.8% | +2.0% |
| 30D | -12.4% | -7.9% | -4.5% | -10.9% |
| 3M | -9.0% | -19.9% | +10.9% | -4.6% |
| 6M | -6.4% | -30.5% | +24.1% | -0.5% |
| YTD | -17.2% | +85.7% | -102.9% | -33.0% |
| 1Y | -22.0% | +98.9% | -121.0% | -36.8% |
| All | -22.0% | +92.4% | -114.5% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling