+70.6%
VZ vs VSH
+117.5%
-46.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | +2.4% | -1.6% | +3.9% | +2.3% |
| 30D | +11.2% | -21.3% | +32.5% | +12.2% |
| 3M | 0.0% | -18.9% | +18.9% | +0.6% |
| 6M | +1.3% | -21.4% | +22.7% | +0.4% |
| YTD | +21.3% | +86.8% | -65.6% | +11.3% |
| 1Y | +23.9% | +85.8% | -61.8% | +13.7% |
| 3Y | +57.7% | +30.1% | +27.6% | +47.0% |
| 5Y | +21.2% | +42.8% | -21.6% | +10.1% |
| 10Y | +70.6% | +121.2% | -50.7% | +43.6% |
| All | +70.6% | +117.5% | -46.9% | +43.6% |
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