+488.5%
NDAQ vs VSH
+115.4%
+373.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.5% |
| 7D | +1.3% | +14.3% | -13.1% | -1.2% |
| 30D | +18.0% | -7.9% | +25.8% | +18.4% |
| 3M | +11.5% | -19.9% | +31.4% | +13.9% |
| 6M | +21.1% | -30.5% | +51.6% | +21.6% |
| YTD | +12.8% | +85.7% | -72.9% | -12.5% |
| 1Y | +25.7% | +98.9% | -73.2% | -4.4% |
| 3Y | +116.8% | +32.1% | +84.7% | +74.1% |
| 5Y | +67.3% | +39.7% | +27.6% | +29.2% |
| All | +488.5% | +115.4% | +373.1% | +285.2% |
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