+571.3%
FE vs VSH
+225.7%
+345.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.0% |
| 7D | -1.0% | -12.9% | +11.9% | +0.2% |
| 30D | +4.1% | -36.9% | +41.0% | +8.8% |
| 3M | -1.0% | -28.8% | +27.7% | +1.7% |
| 6M | +4.0% | -30.3% | +34.3% | +5.1% |
| YTD | +6.8% | +62.4% | -55.5% | -2.8% |
| 1Y | +5.3% | +62.5% | -57.2% | -4.4% |
| 3Y | +44.6% | +7.4% | +37.2% | +34.4% |
| 5Y | +44.2% | +25.4% | +18.8% | +30.2% |
| 10Y | +107.3% | +102.6% | +4.6% | +72.3% |
| All | +571.3% | +225.7% | +345.6% | +360.2% |
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