+49.8%
FE vs VSH
+37.0%
+12.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | -0.1% |
| 7D | -0.3% | +26.2% | -26.5% | -0.2% |
| 30D | +3.9% | -12.5% | +16.4% | +3.9% |
| 3M | -0.1% | -16.9% | +16.8% | -0.1% |
| 6M | +6.1% | -17.0% | +23.0% | +5.2% |
| YTD | +8.1% | +93.8% | -85.8% | +4.4% |
| 1Y | +4.4% | +99.3% | -94.9% | +0.8% |
| All | +49.8% | +37.0% | +12.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling