+98.0%
NI vs VSH
+64.0%
+34.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.6% | +2.8% | -3.3% | -0.8% |
| 30D | -1.4% | -6.0% | +4.6% | -1.0% |
| 3M | -10.6% | -42.6% | +32.1% | -7.2% |
| 6M | -9.9% | +82.1% | -92.0% | -17.6% |
| YTD | +1.2% | +117.5% | -116.4% | -9.6% |
| 1Y | +4.4% | +109.0% | -104.6% | -6.6% |
| 3Y | +68.6% | +34.9% | +33.7% | +58.3% |
| 5Y | +98.0% | +65.1% | +32.9% | +72.6% |
| All | +98.0% | +64.0% | +34.0% | +72.6% |
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