-70.8%
OPEN vs VSH
+133.6%
-204.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -2.0% |
| 7D | -4.3% | +4.1% | -8.3% | -6.6% |
| 30D | -16.2% | -4.2% | -12.1% | -14.8% |
| 3M | -36.4% | -50.0% | +13.6% | -8.1% |
| 6M | -35.5% | +80.2% | -115.6% | -64.5% |
| YTD | -46.0% | +121.1% | -167.1% | -75.0% |
| 1Y | -47.1% | +112.0% | -159.1% | -75.0% |
| 3Y | -19.0% | +22.5% | -41.5% | -39.4% |
| 5Y | -83.6% | +64.0% | -147.6% | -90.3% |
| All | -70.8% | +133.6% | -204.5% | -83.3% |
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 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