-24.1%
FICO vs VSH
+6.8%
-30.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.3% |
| 7D | -0.9% | -12.9% | +12.0% | -1.2% |
| 30D | +3.3% | -36.9% | +40.2% | +2.7% |
| 3M | -31.7% | -28.8% | -3.0% | -32.1% |
| 6M | -34.0% | -30.3% | -3.7% | -36.2% |
| YTD | -58.3% | +62.4% | -120.7% | -64.1% |
| 1Y | -57.9% | +62.5% | -120.5% | -63.8% |
| 3Y | -24.1% | +7.4% | -31.4% | -31.9% |
| All | -24.1% | +6.8% | -30.9% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling