+127.6%
NOK vs VSH
+179.3%
-51.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +8.7% | +3.1% | +5.6% | +7.5% |
| 30D | +12.5% | -5.7% | +18.2% | +14.7% |
| 3M | -20.7% | -42.5% | +21.7% | -5.8% |
| 6M | +36.2% | +82.7% | -46.5% | +12.8% |
| YTD | +64.1% | +118.2% | -54.1% | +27.6% |
| 1Y | +132.4% | +109.7% | +22.7% | +81.5% |
| 3Y | +182.9% | +35.3% | +147.6% | +143.3% |
| 5Y | +102.8% | +65.6% | +37.2% | +58.4% |
| All | +127.6% | +179.3% | -51.6% | +35.5% |
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