+46.1%
FE vs VSH
+46.9%
-0.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +0.1% |
| 7D | -0.3% | +26.2% | -26.5% | -1.1% |
| 30D | +3.9% | -12.5% | +16.4% | +4.2% |
| 3M | -0.1% | -16.9% | +16.8% | +0.3% |
| 6M | +6.1% | -17.0% | +23.0% | +4.8% |
| YTD | +8.1% | +93.8% | -85.8% | -0.2% |
| 1Y | +4.4% | +99.3% | -94.9% | -3.8% |
| 3Y | +49.0% | +35.0% | +14.0% | +41.0% |
| 5Y | +46.1% | +45.8% | +0.3% | +32.5% |
| All | +46.1% | +46.9% | -0.7% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling