+990.1%
VZ vs VSH
+1,674.8%
-684.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.4% |
| 7D | +0.1% | +4.1% | -4.0% | -0.4% |
| 30D | +7.9% | -4.2% | +12.1% | +8.2% |
| 3M | +13.6% | -50.0% | +63.6% | +21.1% |
| 6M | +1.1% | +80.2% | -79.1% | -8.0% |
| YTD | +29.3% | +121.1% | -91.8% | +14.4% |
| 1Y | +21.2% | +112.0% | -90.8% | +7.4% |
| 3Y | +75.9% | +22.5% | +53.4% | +62.3% |
| 5Y | +24.1% | +64.0% | -40.0% | +9.0% |
| 10Y | +62.4% | +170.4% | -108.0% | +28.8% |
| All | +990.1% | +1,674.8% | -684.8% | +488.1% |
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