+79.8%
F vs VSH
+95.6%
-15.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -2.8% |
| 7D | +1.6% | -12.9% | +14.5% | +5.8% |
| 30D | +2.6% | -36.9% | +39.5% | +19.1% |
| 3M | -8.8% | -28.8% | +19.9% | -0.3% |
| 6M | +4.6% | -30.3% | +34.9% | +7.4% |
| YTD | -1.9% | +62.4% | -64.3% | -32.3% |
| 1Y | -0.8% | +62.5% | -63.3% | -31.8% |
| 3Y | +43.5% | +7.4% | +36.1% | +11.1% |
| 5Y | -12.1% | +25.4% | -37.5% | -37.9% |
| All | +79.8% | +95.6% | -15.8% | +6.2% |
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 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