+183.8%
VXUS vs VSH
+143.5%
+40.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.7% |
| 7D | +1.0% | +4.1% | -3.0% | -0.1% |
| 30D | +2.2% | -4.2% | +6.4% | +3.0% |
| 3M | +3.0% | -50.0% | +52.9% | +21.4% |
| 6M | +10.7% | +80.2% | -69.5% | -11.7% |
| YTD | +17.8% | +121.1% | -103.2% | -12.1% |
| 1Y | +27.6% | +112.0% | -84.4% | -4.5% |
| 3Y | +73.3% | +22.5% | +50.8% | +46.0% |
| 5Y | +54.3% | +64.0% | -9.7% | +15.1% |
| 10Y | +149.8% | +170.4% | -20.5% | +44.3% |
| All | +183.8% | +143.5% | +40.3% | +51.5% |
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