+53.8%
NDAQ vs VSH
+65.5%
-11.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -2.6% | +6.2% | -8.8% | -3.3% |
| 30D | +0.5% | -11.1% | +11.6% | +1.8% |
| 3M | +9.9% | -44.9% | +54.8% | +17.6% |
| 6M | +8.2% | +90.0% | -81.8% | -10.9% |
| YTD | -1.5% | +118.8% | -120.3% | -21.8% |
| 1Y | +1.3% | +109.0% | -107.7% | -19.4% |
| 3Y | +92.6% | +35.6% | +56.9% | +64.4% |
| 5Y | +53.8% | +66.7% | -12.9% | +19.3% |
| All | +53.8% | +65.5% | -11.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling