-88.6%
OPEN vs VSH
+104.8%
-193.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.6% | -4.9% | -7.0% |
| 7D | -31.0% | +26.2% | -57.2% | -40.3% |
| 30D | -41.5% | -12.5% | -29.0% | -39.2% |
| 3M | -64.6% | -16.9% | -47.7% | -62.8% |
| 6M | -73.8% | -17.0% | -56.8% | -75.9% |
| YTD | -78.8% | +93.8% | -172.6% | -89.9% |
| 1Y | -86.8% | +99.3% | -186.2% | -93.9% |
| 3Y | -40.6% | +35.0% | -75.6% | -62.8% |
| 5Y | -94.7% | +45.8% | -140.5% | -96.8% |
| All | -88.6% | +104.8% | -193.4% | -93.3% |
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