+4,494.7%
ADSK vs VSH
+1,668.7%
+2,826.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | -14.5% | +3.5% | -18.1% | -15.6% |
| 30D | -19.3% | -4.4% | -14.9% | -18.6% |
| 3M | -7.8% | -45.8% | +38.0% | +6.4% |
| 6M | -20.8% | +90.1% | -110.9% | -42.2% |
| YTD | -30.2% | +120.3% | -150.5% | -52.2% |
| 1Y | -36.5% | +112.2% | -148.7% | -56.4% |
| 3Y | -5.7% | +36.6% | -42.3% | -29.1% |
| 5Y | -28.2% | +67.0% | -95.2% | -49.9% |
| 10Y | +209.1% | +179.5% | +29.7% | +75.7% |
| All | +4,494.7% | +1,668.7% | +2,826.0% | +1,003.9% |
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 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