-58.8%
FICO vs VSH
+83.5%
-142.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +13.4% | -10.7% | +4.9% |
| 7D | -0.1% | +3.5% | -3.5% | +0.7% |
| 30D | +8.4% | -22.4% | +30.8% | +4.1% |
| 3M | -30.5% | -25.2% | -5.3% | -33.3% |
| 6M | -35.7% | -22.5% | -13.2% | -37.2% |
| YTD | -57.2% | +84.2% | -141.4% | -55.6% |
| All | -58.8% | +83.5% | -142.3% | -57.3% |
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