+348.0%
VT vs VSH
+287.5%
+60.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.8% | +10.7% | +0.2% |
| 7D | -4.2% | -25.2% | +21.0% | +3.7% |
| 30D | -5.8% | -41.8% | +36.0% | +9.0% |
| 3M | -5.2% | -33.4% | +28.2% | +4.4% |
| 6M | +0.1% | -31.0% | +31.2% | +4.1% |
| YTD | +8.2% | +53.6% | -45.3% | -14.0% |
| 1Y | +10.1% | +46.3% | -36.2% | -11.4% |
| 3Y | +69.7% | -1.0% | +70.6% | +45.5% |
| 5Y | +53.4% | +18.6% | +34.7% | +21.4% |
| 10Y | +219.2% | +91.7% | +127.5% | +99.6% |
| All | +348.0% | +287.5% | +60.5% | +72.7% |
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