+523.3%
ON vs VSH
+115.4%
+407.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -0.2% |
| 7D | +12.2% | +14.3% | -2.1% | +0.1% |
| 30D | -3.1% | -7.9% | +4.7% | +1.0% |
| 3M | -12.9% | -19.9% | +7.0% | +0.4% |
| 6M | -38.6% | -30.5% | -8.1% | -25.9% |
| YTD | +31.2% | +85.7% | -54.4% | -34.9% |
| 1Y | +47.6% | +98.9% | -51.3% | -31.3% |
| 3Y | +6.6% | +32.1% | -25.5% | -33.6% |
| 5Y | +21.3% | +39.7% | -18.4% | -26.6% |
| All | +523.3% | +115.4% | +407.9% | +155.0% |
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