-40.9%
FIS vs VSH
+172.7%
-213.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.6% |
| 7D | -9.1% | +3.5% | -12.6% | -9.8% |
| 30D | -10.4% | -4.4% | -6.1% | -9.8% |
| 3M | -3.7% | -45.8% | +42.1% | +7.6% |
| 6M | -24.8% | +90.1% | -114.9% | -42.5% |
| YTD | -41.6% | +120.3% | -161.9% | -57.8% |
| 1Y | -42.7% | +112.2% | -155.0% | -58.7% |
| 3Y | -26.2% | +36.6% | -62.8% | -41.5% |
| 5Y | -66.1% | +67.0% | -133.1% | -75.6% |
| 10Y | -40.9% | +179.5% | -220.3% | -66.0% |
| All | -40.9% | +172.7% | -213.6% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling