+576.2%
FE vs VSH
+343.4%
+232.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.1% |
| 7D | +1.9% | +4.1% | -2.1% | +1.5% |
| 30D | -1.2% | -4.2% | +3.0% | -0.9% |
| 3M | +3.5% | -50.0% | +53.5% | +10.3% |
| 6M | -6.1% | +80.2% | -86.2% | -14.4% |
| YTD | +7.6% | +121.1% | -113.5% | -4.6% |
| 1Y | +11.9% | +112.0% | -100.1% | -0.7% |
| 3Y | +48.4% | +22.5% | +25.9% | +37.4% |
| 5Y | +44.8% | +64.0% | -19.3% | +28.0% |
| 10Y | +115.9% | +170.4% | -54.5% | +75.3% |
| All | +576.2% | +343.4% | +232.8% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling