+95.1%
F vs VSH
+173.5%
-78.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -3.0% | -0.3% |
| 7D | +5.3% | +4.1% | +1.3% | +3.7% |
| 30D | +4.6% | -4.2% | +8.7% | +5.7% |
| 3M | -3.7% | -50.0% | +46.3% | +21.8% |
| 6M | +16.8% | +80.2% | -63.4% | -17.9% |
| YTD | +15.3% | +121.1% | -105.8% | -26.8% |
| 1Y | +31.0% | +112.0% | -81.0% | -16.6% |
| 3Y | +45.4% | +22.5% | +22.9% | +13.3% |
| 5Y | +54.7% | +64.0% | -9.4% | +2.2% |
| All | +95.1% | +173.5% | -78.3% | -5.3% |
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 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