+541.4%
FICO vs VSH
+115.4%
+426.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.3% |
| 7D | +2.2% | +14.3% | -12.1% | -1.1% |
| 30D | +0.1% | -7.9% | +7.9% | +0.5% |
| 3M | -35.2% | -19.9% | -15.3% | -33.6% |
| 6M | -32.4% | -30.5% | -1.8% | -33.0% |
| YTD | -57.4% | +85.7% | -143.1% | -71.2% |
| 1Y | -58.5% | +98.9% | -157.5% | -72.8% |
| 3Y | -28.9% | +32.1% | -60.9% | -49.5% |
| 5Y | +91.7% | +39.7% | +52.0% | +28.4% |
| All | +541.4% | +115.4% | +426.0% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling