+101.7%
FICO vs VSH
+64.7%
+37.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.4% | -21.1% | -17.1% |
| 7D | -19.2% | +4.1% | -23.2% | -19.5% |
| 30D | -14.6% | -4.2% | -10.4% | -14.5% |
| 3M | -20.1% | -50.0% | +29.9% | -13.1% |
| 6M | -36.3% | +80.2% | -116.5% | -47.9% |
| YTD | -44.9% | +121.1% | -165.9% | -57.7% |
| 1Y | -38.6% | +112.0% | -150.6% | -52.9% |
| 3Y | +4.0% | +22.5% | -18.5% | -6.0% |
| All | +101.7% | +64.7% | +37.0% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling