+209.9%
ON vs VSH
-4.8%
+214.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -1.8% |
| 7D | +2.4% | +4.1% | -1.6% | -0.3% |
| 30D | -3.3% | -4.2% | +0.9% | -1.3% |
| 3M | -43.6% | -50.0% | +6.4% | -14.6% |
| 6M | +19.0% | +80.2% | -61.2% | -21.9% |
| YTD | +37.4% | +121.1% | -83.7% | -22.0% |
| 1Y | +54.8% | +112.0% | -57.2% | -9.9% |
| 3Y | -25.2% | +22.5% | -47.7% | -39.5% |
| 5Y | +62.7% | +64.0% | -1.3% | +13.8% |
| 10Y | +574.3% | +170.4% | +404.0% | +268.4% |
| All | +209.9% | -4.8% | +214.7% | +55.1% |
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