-56.4%
FICO vs VSH
+62.1%
-118.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.1% | +1.8% | -4.2% |
| 7D | +0.4% | -13.6% | +14.0% | -2.2% |
| 30D | +1.7% | -30.4% | +32.0% | -4.4% |
| 3M | -33.0% | -33.3% | +0.2% | -37.1% |
| 6M | -33.9% | -15.1% | -18.8% | -34.6% |
| YTD | -58.5% | +80.2% | -138.8% | -55.4% |
| 1Y | -56.4% | +63.4% | -119.7% | -52.9% |
| All | -56.4% | +62.1% | -118.4% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling