+1,250.4%
VUG vs VSH
+125.3%
+1,125.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.8% |
| 7D | -0.1% | +4.1% | -4.2% | -1.3% |
| 30D | -0.3% | -4.2% | +3.8% | +0.5% |
| 3M | -0.7% | -50.0% | +49.3% | +18.2% |
| 6M | +14.6% | +80.2% | -65.6% | -9.8% |
| YTD | +9.0% | +121.1% | -112.1% | -20.1% |
| 1Y | +14.9% | +112.0% | -97.1% | -15.4% |
| 3Y | +86.0% | +22.5% | +63.5% | +54.7% |
| 5Y | +76.7% | +64.0% | +12.6% | +32.7% |
| 10Y | +411.3% | +170.4% | +240.9% | +210.9% |
| All | +1,250.4% | +125.3% | +1,125.1% | +509.2% |
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 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