-72.2%
OPEN vs VSH
+132.8%
-205.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.7% |
| 7D | -2.9% | +3.5% | -6.4% | -5.0% |
| 30D | -13.8% | -4.4% | -9.4% | -11.9% |
| 3M | -30.9% | -45.8% | +14.9% | -5.6% |
| 6M | -40.9% | +90.1% | -131.1% | -68.7% |
| YTD | -48.5% | +120.3% | -168.9% | -76.1% |
| 1Y | -50.9% | +112.2% | -163.1% | -76.8% |
| 3Y | -20.6% | +36.6% | -57.2% | -45.7% |
| 5Y | -84.2% | +67.0% | -151.2% | -90.7% |
| All | -72.2% | +132.8% | -205.0% | -84.0% |
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