+65.5%
VZ vs VSH
+95.6%
-30.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.7% | -1.2% |
| 7D | +2.1% | -12.9% | +15.1% | +2.7% |
| 30D | +1.4% | -36.9% | +38.2% | +3.5% |
| 3M | -1.3% | -28.8% | +27.5% | -0.1% |
| 6M | -0.5% | -30.3% | +29.8% | -0.9% |
| YTD | +19.6% | +62.4% | -42.7% | +10.5% |
| 1Y | +22.4% | +62.5% | -40.1% | +12.9% |
| 3Y | +55.9% | +7.4% | +48.5% | +47.2% |
| 5Y | +20.4% | +25.4% | -5.0% | +9.9% |
| All | +65.5% | +95.6% | -30.0% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling