+55.4%
VXUS vs VSH
+65.5%
-10.1%
-29.0%
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% | -0.2% |
| 7D | +1.6% | +6.2% | -4.6% | +0.4% |
| 30D | +1.0% | -11.1% | +12.1% | +3.1% |
| 3M | +5.7% | -44.9% | +50.6% | +16.9% |
| 6M | +13.6% | +90.0% | -76.4% | -5.1% |
| YTD | +17.4% | +118.8% | -101.4% | -5.4% |
| 1Y | +25.1% | +109.0% | -83.9% | +1.1% |
| 3Y | +75.8% | +35.6% | +40.2% | +54.4% |
| 5Y | +55.4% | +66.7% | -11.3% | +21.9% |
| All | +55.4% | +65.5% | -10.1% | +21.9% |
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 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