+377.4%
VT vs VSH
+457.9%
-80.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.5% | -1.3% |
| 7D | +0.4% | +4.1% | -3.6% | -0.8% |
| 30D | +1.0% | -4.2% | +5.1% | +1.8% |
| 3M | +2.4% | -50.0% | +52.4% | +22.1% |
| 6M | +12.0% | +80.2% | -68.2% | -12.4% |
| YTD | +15.3% | +121.1% | -105.8% | -16.1% |
| 1Y | +22.6% | +112.0% | -89.4% | -10.5% |
| 3Y | +74.7% | +22.5% | +52.1% | +44.1% |
| 5Y | +66.1% | +64.0% | +2.1% | +21.7% |
| 10Y | +225.0% | +170.4% | +54.6% | +87.1% |
| All | +377.4% | +457.9% | -80.4% | +68.3% |
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