+66.6%
VT vs VSH
+64.7%
+1.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.5% | -1.0% |
| 7D | +0.4% | +4.1% | -3.6% | -0.4% |
| 30D | +1.0% | -4.2% | +5.1% | +1.6% |
| 3M | +2.4% | -50.0% | +52.4% | +17.0% |
| 6M | +12.0% | +80.2% | -68.2% | -8.5% |
| YTD | +15.3% | +121.1% | -105.8% | -11.2% |
| 1Y | +22.6% | +112.0% | -89.4% | -5.3% |
| 3Y | +74.7% | +22.5% | +52.1% | +54.7% |
| All | +66.6% | +64.7% | +1.9% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling