+2,658.0%
NDAQ vs VSH
+113.5%
+2,544.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -2.6% |
| 7D | 0.0% | +12.8% | -12.8% | -3.8% |
| 30D | +16.3% | -9.0% | +25.3% | +17.2% |
| 3M | +15.8% | -12.2% | +28.0% | +16.5% |
| 6M | +24.8% | -15.9% | +40.8% | +19.6% |
| YTD | +14.1% | +103.2% | -89.2% | -17.5% |
| 1Y | +26.5% | +108.4% | -81.9% | -9.5% |
| 3Y | +119.1% | +41.6% | +77.6% | +65.5% |
| 5Y | +70.9% | +54.6% | +16.4% | +22.8% |
| 10Y | +479.7% | +138.2% | +341.5% | +231.1% |
| All | +2,658.0% | +113.5% | +2,544.4% | +984.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling