+140.2%
NI vs VSH
+196.4%
-56.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.2% | -0.8% |
| 7D | 0.0% | +4.8% | -4.7% | -0.6% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | -10.6% | -43.1% | +32.5% | -4.7% |
| 6M | -9.3% | +91.8% | -101.1% | -20.8% |
| YTD | +1.1% | +131.6% | -130.5% | -14.7% |
| 1Y | +3.4% | +118.1% | -114.7% | -12.4% |
| 3Y | +67.9% | +40.9% | +27.0% | +49.6% |
| 5Y | +98.0% | +75.8% | +22.2% | +65.1% |
| All | +140.2% | +196.4% | -56.2% | +62.0% |
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