+1,682.3%
NOK vs VSH
+469.2%
+1,213.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.6% |
| 7D | +7.3% | +6.2% | +1.0% | +4.8% |
| 30D | +13.8% | -11.1% | +24.9% | +18.7% |
| 3M | -27.0% | -44.9% | +17.9% | -10.3% |
| 6M | +37.6% | +90.0% | -52.4% | +6.6% |
| YTD | +64.6% | +118.8% | -54.2% | +19.7% |
| 1Y | +132.0% | +109.0% | +23.0% | +69.8% |
| 3Y | +183.7% | +35.6% | +148.0% | +126.7% |
| 5Y | +101.3% | +66.7% | +34.6% | +45.8% |
| 10Y | +122.4% | +167.9% | -45.6% | +22.3% |
| All | +1,682.3% | +469.2% | +1,213.1% | +517.4% |
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