+211.0%
INTU vs VSH
+172.7%
+38.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -8.5% | +3.5% | -12.0% | -9.2% |
| 30D | -6.1% | -4.4% | -1.8% | -5.6% |
| 3M | +7.3% | -45.8% | +53.1% | +20.3% |
| 6M | -33.2% | +90.1% | -123.4% | -51.3% |
| YTD | -52.2% | +120.3% | -172.5% | -67.5% |
| 1Y | -52.7% | +112.2% | -164.9% | -67.8% |
| 3Y | -41.6% | +36.6% | -78.2% | -55.8% |
| 5Y | -42.6% | +67.0% | -109.7% | -60.8% |
| 10Y | +211.0% | +179.5% | +31.6% | +61.9% |
| All | +211.0% | +172.7% | +38.3% | +61.9% |
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