+5,059.0%
NI vs VSH
+1,674.8%
+3,384.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -1.2% |
| 7D | +2.0% | +4.1% | -2.0% | +1.5% |
| 30D | -3.5% | -4.2% | +0.6% | -3.2% |
| 3M | -9.1% | -50.0% | +40.8% | -2.6% |
| 6M | -11.8% | +80.2% | -92.0% | -19.8% |
| YTD | +1.1% | +121.1% | -120.0% | -10.6% |
| 1Y | +6.7% | +112.0% | -105.3% | -5.5% |
| 3Y | +71.1% | +22.5% | +48.6% | +58.3% |
| 5Y | +94.3% | +64.0% | +30.3% | +71.6% |
| 10Y | +135.8% | +170.4% | -34.6% | +90.3% |
| All | +5,059.0% | +1,674.8% | +3,384.1% | +2,839.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling