+1,381.0%
NET vs VSH
+65.8%
+1,315.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.5% | -0.7% |
| 7D | -16.4% | -13.6% | -2.7% | -11.7% |
| 30D | -25.8% | -30.4% | +4.5% | -15.9% |
| 3M | -11.5% | -33.3% | +21.7% | +0.1% |
| 6M | +18.9% | -15.1% | +34.0% | +14.8% |
| YTD | +35.2% | +80.2% | -45.0% | -8.8% |
| 1Y | +14.5% | +63.4% | -48.9% | -19.4% |
| 3Y | +313.8% | +16.2% | +297.6% | +218.9% |
| 5Y | +32.6% | +42.1% | -9.5% | -5.5% |
| All | +1,381.0% | +65.8% | +1,315.2% | +941.8% |
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