+1,190.7%
VUG vs VSH
+87.7%
+1,102.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +13.4% | -10.7% | -1.1% |
| 7D | +0.5% | +3.5% | -3.0% | -1.1% |
| 30D | -8.2% | -22.4% | +14.2% | -2.3% |
| 3M | -5.4% | -25.2% | +19.7% | +0.8% |
| 6M | -2.5% | -22.5% | +20.0% | -1.7% |
| YTD | +4.2% | +84.2% | -80.0% | -20.9% |
| 1Y | +5.0% | +87.1% | -82.0% | -20.8% |
| 3Y | +81.7% | +31.7% | +50.1% | +44.6% |
| 5Y | +62.5% | +42.6% | +19.9% | +25.0% |
| 10Y | +396.3% | +116.6% | +279.7% | +216.6% |
| All | +1,190.7% | +87.7% | +1,102.9% | +503.4% |
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