+109.8%
FE vs VSH
+101.2%
+8.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -1.1% |
| 7D | 0.0% | -12.9% | +12.9% | +1.3% |
| 30D | +5.2% | -36.9% | +42.0% | +10.2% |
| 3M | 0.0% | -28.8% | +28.7% | +2.9% |
| 6M | +5.0% | -30.3% | +35.3% | +5.3% |
| YTD | +7.9% | +62.4% | -54.5% | -5.9% |
| 1Y | +6.3% | +62.5% | -56.2% | -7.5% |
| 3Y | +46.0% | +7.4% | +38.6% | +32.4% |
| 5Y | +45.6% | +25.4% | +20.2% | +24.6% |
| All | +109.8% | +101.2% | +8.6% | +53.8% |
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