+58.5%
ON vs VSH
+65.5%
-7.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.6% |
| 7D | -2.2% | +6.2% | -8.4% | -6.7% |
| 30D | -12.4% | -11.1% | -1.3% | -4.7% |
| 3M | -41.2% | -44.9% | +3.7% | -9.6% |
| 6M | +25.0% | +90.0% | -65.0% | -33.6% |
| YTD | +31.3% | +118.8% | -87.5% | -39.8% |
| 1Y | +45.4% | +109.0% | -63.6% | -31.3% |
| 3Y | -27.4% | +35.6% | -63.1% | -50.0% |
| 5Y | +58.5% | +66.7% | -8.2% | -20.9% |
| All | +58.5% | +65.5% | -7.0% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling