+53,441.7%
ORLY vs VSH
+776.3%
+52,665.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.1% |
| 7D | -2.3% | +6.2% | -8.6% | -3.3% |
| 30D | -8.2% | -11.1% | +3.0% | -6.6% |
| 3M | -3.5% | -44.9% | +41.4% | +4.0% |
| 6M | -9.2% | +90.0% | -99.2% | -21.7% |
| YTD | -5.8% | +118.8% | -124.6% | -21.1% |
| 1Y | -19.3% | +109.0% | -128.3% | -32.3% |
| 3Y | +34.4% | +35.6% | -1.2% | +16.9% |
| 5Y | +117.8% | +66.7% | +51.1% | +79.8% |
| 10Y | +356.9% | +167.9% | +189.0% | +233.9% |
| All | +53,441.7% | +776.3% | +52,665.4% | +23,962.2% |
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