+718.4%
VTV vs VSH
+123.0%
+595.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +0.3% | +6.2% | -5.9% | -1.3% |
| 30D | +0.1% | -11.1% | +11.3% | +3.0% |
| 3M | +6.2% | -44.9% | +51.1% | +21.0% |
| 6M | +13.5% | +90.0% | -76.5% | -11.0% |
| YTD | +18.9% | +118.8% | -99.9% | -11.2% |
| 1Y | +25.8% | +109.0% | -83.2% | -5.6% |
| 3Y | +68.7% | +35.6% | +33.1% | +36.4% |
| 5Y | +80.3% | +66.7% | +13.6% | +33.6% |
| 10Y | +226.3% | +167.9% | +58.4% | +96.3% |
| All | +718.4% | +123.0% | +595.4% | +244.9% |
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