+1,002.6%
VST vs VSH
+100.5%
+902.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.7% | +4.8% | +8.5% |
| 7D | -9.8% | -12.9% | +3.1% | -5.3% |
| 30D | -25.1% | -36.9% | +11.7% | -12.4% |
| 3M | -11.6% | -28.8% | +17.2% | -1.7% |
| 6M | -20.9% | -30.3% | +9.4% | -15.1% |
| YTD | -22.3% | +62.4% | -84.7% | -39.7% |
| 1Y | -32.0% | +62.5% | -94.5% | -47.4% |
| 3Y | +262.4% | +7.4% | +255.0% | +210.4% |
| 5Y | +563.4% | +25.4% | +537.9% | +424.8% |
| 10Y | +1,120.7% | +102.6% | +1,018.0% | +690.5% |
| All | +1,002.6% | +100.5% | +902.1% | +616.5% |
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 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