+88.0%
FICO vs VSH
+46.3%
+41.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.8% |
| 7D | +0.9% | -1.6% | +2.4% | +0.8% |
| 30D | +9.4% | -21.3% | +30.7% | +11.0% |
| 3M | -30.4% | -18.9% | -11.5% | -29.8% |
| 6M | -35.1% | -21.4% | -13.7% | -37.7% |
| YTD | -56.8% | +86.8% | -143.6% | -66.6% |
| 1Y | -58.4% | +85.8% | -144.1% | -67.9% |
| 3Y | -26.7% | +30.1% | -56.8% | -39.9% |
| 5Y | +88.0% | +42.8% | +45.2% | +40.4% |
| All | +88.0% | +46.3% | +41.7% | +40.4% |
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