+76.3%
VUG vs VSH
+65.5%
+10.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +0.9% | +6.2% | -5.4% | -0.8% |
| 30D | -1.4% | -11.1% | +9.7% | +1.4% |
| 3M | +2.3% | -44.9% | +47.2% | +17.5% |
| 6M | +15.7% | +90.0% | -74.3% | -12.3% |
| YTD | +8.6% | +118.8% | -110.2% | -22.3% |
| 1Y | +14.1% | +109.0% | -94.9% | -17.9% |
| 3Y | +87.9% | +35.6% | +52.3% | +52.6% |
| 5Y | +76.3% | +66.7% | +9.6% | +22.2% |
| All | +76.3% | +65.5% | +10.8% | +22.2% |
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 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