+215.4%
ADSK vs VSH
+196.4%
+19.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.8% | -1.5% |
| 7D | -2.5% | +4.8% | -7.3% | -4.0% |
| 30D | -14.9% | -0.7% | -14.2% | -15.2% |
| 3M | +3.3% | -43.1% | +46.4% | +18.9% |
| 6M | -15.7% | +91.8% | -107.4% | -43.0% |
| YTD | -28.2% | +131.6% | -159.9% | -56.2% |
| 1Y | -34.5% | +118.1% | -152.6% | -59.6% |
| 3Y | -2.9% | +40.9% | -43.8% | -31.5% |
| 5Y | -25.3% | +75.8% | -101.1% | -54.4% |
| All | +215.4% | +196.4% | +19.0% | +23.9% |
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