+96.3%
VTR vs VSH
+196.4%
-100.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -2.0% |
| 7D | -0.3% | +4.8% | -5.1% | -1.5% |
| 30D | +1.1% | -0.7% | +1.8% | +0.9% |
| 3M | +7.9% | -43.1% | +51.0% | +20.7% |
| 6M | +6.2% | +91.8% | -85.6% | -20.5% |
| YTD | +17.7% | +131.6% | -113.9% | -17.9% |
| 1Y | +32.9% | +118.1% | -85.2% | -6.9% |
| 3Y | +129.7% | +40.9% | +88.8% | +78.1% |
| 5Y | +89.3% | +75.8% | +13.6% | +26.9% |
| All | +96.3% | +196.4% | -100.1% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling