+380.3%
NDAQ vs VSH
+172.7%
+207.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -1.6% | +3.5% | -5.1% | -2.2% |
| 30D | -1.5% | -4.4% | +2.9% | -0.9% |
| 3M | +8.0% | -45.8% | +53.9% | +19.0% |
| 6M | +7.7% | +90.1% | -82.4% | -13.8% |
| YTD | -2.3% | +120.3% | -122.7% | -25.2% |
| 1Y | +0.6% | +112.2% | -111.7% | -22.9% |
| 3Y | +90.9% | +36.6% | +54.3% | +57.3% |
| 5Y | +52.5% | +67.0% | -14.6% | +15.9% |
| 10Y | +380.3% | +179.5% | +200.8% | +200.6% |
| All | +380.3% | +172.7% | +207.6% | +200.6% |
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 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