+78,645.2%
FICO vs VSH
+1,203.4%
+77,441.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.7% |
| 7D | -0.9% | -12.9% | +12.0% | +1.7% |
| 30D | +3.3% | -36.9% | +40.2% | +12.9% |
| 3M | -31.7% | -28.8% | -3.0% | -28.2% |
| 6M | -34.0% | -30.3% | -3.7% | -34.0% |
| YTD | -58.3% | +62.4% | -120.7% | -66.9% |
| 1Y | -57.9% | +62.5% | -120.5% | -66.7% |
| 3Y | -24.1% | +7.4% | -31.4% | -36.6% |
| 5Y | +85.3% | +25.4% | +59.9% | +47.6% |
| 10Y | +520.3% | +102.6% | +417.7% | +330.6% |
| All | +78,645.2% | +1,203.4% | +77,441.7% | +30,845.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling