+1,449.6%
NET vs VSH
+103.5%
+1,346.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -3.6% |
| 7D | -7.0% | +4.1% | -11.0% | -8.5% |
| 30D | -4.8% | -4.2% | -0.6% | -3.8% |
| 3M | +3.8% | -50.0% | +53.8% | +30.2% |
| 6M | +50.0% | +80.2% | -30.1% | +6.4% |
| YTD | +41.5% | +121.1% | -79.6% | -10.0% |
| 1Y | +32.8% | +112.0% | -79.2% | -14.5% |
| 3Y | +335.9% | +22.5% | +313.4% | +242.4% |
| 5Y | +113.8% | +64.0% | +49.8% | +46.0% |
| All | +1,449.6% | +103.5% | +1,346.1% | +928.0% |
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