+114.4%
NI vs VSH
+46.9%
+67.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.9% |
| 7D | +3.1% | +26.2% | -23.1% | +1.3% |
| 30D | +11.2% | -12.5% | +23.7% | +11.8% |
| 3M | +9.8% | -16.9% | +26.7% | +10.7% |
| 6M | -1.6% | -17.0% | +15.4% | -2.8% |
| YTD | +12.6% | +93.8% | -81.2% | +0.9% |
| 1Y | +7.8% | +99.3% | -91.5% | -3.9% |
| 3Y | +100.5% | +35.0% | +65.5% | +84.8% |
| 5Y | +114.4% | +45.8% | +68.6% | +88.3% |
| All | +114.4% | +46.9% | +67.6% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling