+262.4%
VST vs VSH
+6.8%
+255.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.7% | +4.8% | +8.4% |
| 7D | -9.8% | -12.9% | +3.1% | -5.1% |
| 30D | -25.1% | -36.9% | +11.7% | -12.0% |
| 3M | -11.6% | -28.8% | +17.2% | -1.3% |
| 6M | -20.9% | -30.3% | +9.4% | -15.6% |
| YTD | -22.3% | +62.4% | -84.7% | -43.3% |
| 1Y | -32.0% | +62.5% | -94.5% | -50.6% |
| 3Y | +262.4% | +7.4% | +255.0% | +196.4% |
| All | +262.4% | +6.8% | +255.6% | +196.4% |
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