+897.3%
VST vs VSH
+89.6%
+807.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -14.8% | +8.6% | -1.0% |
| 7D | -19.9% | -25.2% | +5.3% | -11.6% |
| 30D | -29.7% | -41.8% | +12.1% | -15.5% |
| 3M | -19.6% | -33.4% | +13.9% | -8.5% |
| 6M | -29.4% | -31.0% | +1.7% | -24.1% |
| YTD | -29.7% | +53.6% | -83.3% | -44.4% |
| 1Y | -40.0% | +46.3% | -86.3% | -51.9% |
| 3Y | +231.0% | -1.0% | +231.9% | +191.2% |
| 5Y | +500.1% | +18.6% | +481.4% | +383.5% |
| 10Y | +1,004.2% | +91.7% | +912.5% | +628.4% |
| All | +897.3% | +89.6% | +807.7% | +560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling