-83.9%
FIG vs VSH
+65.0%
-148.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -3.9% |
| 7D | -11.4% | -1.6% | -9.8% | -11.9% |
| 30D | -17.2% | -21.3% | +4.1% | -19.3% |
| 3M | -26.6% | -18.9% | -7.7% | -28.1% |
| 6M | -9.8% | -21.4% | +11.6% | -16.3% |
| YTD | -50.1% | +86.8% | -137.0% | -58.7% |
| 1Y | -58.1% | +85.8% | -143.8% | -65.6% |
| All | -83.9% | +65.0% | -148.9% | -86.9% |
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