+109.2%
FE vs VSH
+170.2%
-61.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | +0.6% | +6.2% | -5.6% | -0.1% |
| 30D | -2.1% | -11.1% | +9.0% | -0.9% |
| 3M | +2.6% | -44.9% | +47.5% | +9.1% |
| 6M | -6.8% | +90.0% | -96.7% | -18.6% |
| YTD | +6.9% | +118.8% | -111.9% | -9.2% |
| 1Y | +11.6% | +109.0% | -97.4% | -5.1% |
| 3Y | +47.7% | +35.6% | +12.1% | +32.2% |
| 5Y | +46.2% | +66.7% | -20.5% | +22.2% |
| 10Y | +109.2% | +167.9% | -58.8% | +45.1% |
| All | +109.2% | +170.2% | -61.0% | +45.1% |
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