-87.0%
OPEN vs VSH
+71.6%
-158.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +5.7% | -27.5% | -25.0% |
| 7D | -22.2% | -12.9% | -9.3% | -17.6% |
| 30D | -38.3% | -36.9% | -1.5% | -22.6% |
| 3M | -59.4% | -28.8% | -30.6% | -53.4% |
| 6M | -74.4% | -30.3% | -44.1% | -74.0% |
| YTD | -76.0% | +62.4% | -138.4% | -87.4% |
| 1Y | -78.7% | +62.5% | -141.2% | -88.8% |
| 3Y | -30.0% | +7.4% | -37.4% | -49.2% |
| 5Y | -93.7% | +25.4% | -119.2% | -95.8% |
| All | -87.0% | +71.6% | -158.6% | -91.5% |
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