+297.5%
VST vs VSH
+25.6%
+271.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +13.4% | -6.1% | +2.3% |
| 7D | -0.5% | +3.5% | -4.0% | -1.8% |
| 30D | -17.1% | -22.4% | +5.3% | -9.6% |
| 3M | -4.6% | -25.2% | +20.6% | +4.5% |
| 6M | -9.1% | -22.5% | +13.5% | -6.6% |
| YTD | -16.6% | +84.2% | -100.8% | -42.1% |
| 1Y | -29.5% | +87.1% | -116.5% | -51.5% |
| 3Y | +297.5% | +31.7% | +265.9% | +203.1% |
| All | +297.5% | +25.6% | +271.9% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling