+235.3%
INTU vs VSH
+128.2%
+107.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +13.4% | -14.4% | -3.5% |
| 7D | -3.9% | +3.5% | -7.4% | -5.2% |
| 30D | +11.7% | -22.4% | +34.1% | +15.9% |
| 3M | +4.5% | -25.2% | +29.7% | +8.2% |
| 6M | -13.9% | -22.5% | +8.7% | -18.2% |
| YTD | -48.2% | +84.2% | -132.4% | -64.2% |
| 1Y | -47.1% | +87.1% | -134.2% | -63.8% |
| 3Y | -32.5% | +31.7% | -64.2% | -51.1% |
| 5Y | -42.6% | +42.6% | -85.1% | -60.4% |
| 10Y | +235.3% | +116.6% | +118.7% | +97.9% |
| All | +235.3% | +128.2% | +107.0% | +97.9% |
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