-55.8%
FIG vs VSH
+118.1%
-173.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -4.1% |
| 7D | -16.3% | +4.1% | -20.4% | -16.1% |
| 30D | -14.3% | -4.2% | -10.2% | -14.6% |
| 3M | +7.2% | -50.0% | +57.1% | +9.5% |
| 6M | -18.6% | +80.2% | -98.8% | -39.8% |
| YTD | -35.5% | +121.1% | -156.5% | -59.9% |
| 1Y | -55.8% | +112.0% | -167.8% | -72.8% |
| All | -55.8% | +118.1% | -173.9% | -72.8% |
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