+49.0%
FE vs VSH
+64.7%
-15.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.8% |
| 7D | +1.9% | +4.1% | -2.1% | +1.8% |
| 30D | -1.2% | -4.2% | +3.0% | -1.0% |
| 3M | +3.5% | -50.0% | +53.5% | +6.5% |
| 6M | -6.1% | +80.2% | -86.2% | -11.9% |
| YTD | +7.6% | +121.1% | -113.5% | -1.0% |
| 1Y | +11.9% | +112.0% | -100.1% | +3.0% |
| 3Y | +48.4% | +22.5% | +25.9% | +45.8% |
| All | +49.0% | +64.7% | -15.7% | +34.8% |
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 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