+1,367.3%
AAPL vs VSH
+115.4%
+1,251.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.5% |
| 7D | +4.1% | +14.3% | -10.2% | 0.0% |
| 30D | +4.0% | -7.9% | +11.8% | +4.7% |
| 3M | +16.8% | -19.9% | +36.7% | +20.8% |
| 6M | +19.4% | -30.5% | +49.9% | +20.8% |
| YTD | +31.5% | +85.7% | -54.2% | -9.3% |
| 1Y | +31.0% | +98.9% | -68.0% | -12.3% |
| 3Y | +95.3% | +32.1% | +63.2% | +41.9% |
| 5Y | +143.4% | +39.7% | +103.7% | +69.0% |
| All | +1,367.3% | +115.4% | +1,251.9% | +718.3% |
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