+591.8%
ON vs VSH
+172.7%
+419.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -1.9% | +3.5% | -5.4% | -4.7% |
| 30D | -11.0% | -4.4% | -6.7% | -8.2% |
| 3M | -39.3% | -45.8% | +6.5% | -3.9% |
| 6M | +19.8% | +90.1% | -70.3% | -37.6% |
| YTD | +31.1% | +120.3% | -89.2% | -41.4% |
| 1Y | +46.0% | +112.2% | -66.2% | -33.2% |
| 3Y | -27.5% | +36.6% | -64.1% | -53.4% |
| 5Y | +56.9% | +67.0% | -10.1% | -14.8% |
| 10Y | +591.8% | +179.5% | +412.3% | +144.8% |
| All | +591.8% | +172.7% | +419.1% | +144.8% |
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