+1,361.6%
AAPL vs VSH
+124.9%
+1,236.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.1% |
| 7D | +3.2% | +26.2% | -23.0% | -3.5% |
| 30D | +4.1% | -12.5% | +16.6% | +6.3% |
| 3M | +17.5% | -16.9% | +34.4% | +20.4% |
| 6M | +20.6% | -17.0% | +37.5% | +14.5% |
| YTD | +31.0% | +93.8% | -62.8% | -10.6% |
| 1Y | +30.2% | +99.3% | -69.1% | -12.5% |
| 3Y | +92.9% | +35.0% | +57.9% | +39.8% |
| 5Y | +142.4% | +45.8% | +96.6% | +66.4% |
| All | +1,361.6% | +124.9% | +1,236.8% | +705.9% |
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