+475.8%
NDAQ vs VSH
+117.5%
+358.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +2.9% | -1.6% | +4.4% | +2.8% |
| 30D | +17.5% | -21.3% | +38.8% | +21.3% |
| 3M | +15.4% | -18.9% | +34.4% | +17.8% |
| 6M | +24.6% | -21.4% | +46.0% | +21.4% |
| YTD | +14.4% | +86.8% | -72.4% | -11.2% |
| 1Y | +26.9% | +85.8% | -58.8% | -1.6% |
| 3Y | +119.8% | +30.1% | +89.7% | +77.7% |
| 5Y | +70.5% | +42.8% | +27.7% | +31.3% |
| 10Y | +475.8% | +121.2% | +354.6% | +288.8% |
| All | +475.8% | +117.5% | +358.3% | +288.8% |
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