+2,327.9%
NDAQ vs VSH
+132.3%
+2,195.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -3.1% |
| 7D | -2.4% | +4.1% | -6.5% | -3.6% |
| 30D | +2.5% | -4.2% | +6.6% | +3.1% |
| 3M | +9.9% | -50.0% | +59.9% | +27.9% |
| 6M | +9.4% | +80.2% | -70.7% | -15.0% |
| YTD | +0.4% | +121.1% | -120.7% | -27.2% |
| 1Y | +4.0% | +112.0% | -108.0% | -24.4% |
| 3Y | +94.4% | +22.5% | +71.9% | +58.0% |
| 5Y | +56.7% | +64.0% | -7.3% | +13.5% |
| 10Y | +375.3% | +170.4% | +204.9% | +168.1% |
| All | +2,327.9% | +132.3% | +2,195.6% | +857.5% |
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