+538.9%
FICO vs VSH
+124.9%
+414.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -0.5% |
| 7D | +1.4% | +26.2% | -24.8% | -4.0% |
| 30D | -0.8% | -12.5% | +11.7% | +0.9% |
| 3M | -31.3% | -16.9% | -14.4% | -30.2% |
| 6M | -33.9% | -17.0% | -17.0% | -38.4% |
| YTD | -57.6% | +93.8% | -151.4% | -71.5% |
| 1Y | -59.7% | +99.3% | -159.0% | -73.3% |
| 3Y | -28.0% | +35.0% | -63.0% | -48.9% |
| 5Y | +91.0% | +45.8% | +45.1% | +26.7% |
| All | +538.9% | +124.9% | +414.0% | +222.4% |
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