+325.3%
VWO vs VSH
+288.7%
+36.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.2% | +3.5% | -3.4% | -1.1% |
| 30D | +0.9% | -4.4% | +5.3% | +2.1% |
| 3M | +4.3% | -45.8% | +50.1% | +24.3% |
| 6M | +10.5% | +90.1% | -79.6% | -18.1% |
| YTD | +13.4% | +120.3% | -107.0% | -21.1% |
| 1Y | +18.6% | +112.2% | -93.7% | -17.3% |
| 3Y | +65.8% | +36.6% | +29.2% | +26.8% |
| 5Y | +35.2% | +67.0% | -31.8% | -7.8% |
| 10Y | +116.6% | +179.5% | -62.8% | +7.1% |
| All | +325.3% | +288.7% | +36.6% | +30.7% |
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