-29.9%
VST vs VSH
+86.1%
-116.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.5% |
| 7D | -6.0% | -1.6% | -4.4% | -5.8% |
| 30D | -18.8% | -21.3% | +2.5% | -13.8% |
| 3M | -8.0% | -18.9% | +10.9% | -3.6% |
| 6M | -10.9% | -21.4% | +10.5% | -8.1% |
| YTD | -18.3% | +86.8% | -105.2% | -36.6% |
| 1Y | -29.9% | +85.8% | -115.7% | -45.5% |
| All | -29.9% | +86.1% | -116.1% | -45.5% |
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