-2.9%
ADSK vs VSH
+42.0%
-44.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.8% | 0.0% |
| 7D | -2.5% | +4.8% | -7.3% | -2.8% |
| 30D | -14.9% | -0.7% | -14.2% | -14.9% |
| 3M | +3.3% | -43.1% | +46.4% | +8.0% |
| 6M | -15.7% | +91.8% | -107.4% | -28.8% |
| YTD | -28.2% | +131.6% | -159.9% | -42.4% |
| 1Y | -34.5% | +118.1% | -152.6% | -47.1% |
| 3Y | -2.9% | +40.9% | -43.8% | -7.6% |
| All | -2.9% | +42.0% | -44.9% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling