-55.5%
FIS vs VSH
+117.5%
-173.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -27.4% | -1.6% | -25.8% | -27.3% |
| 30D | -16.8% | -21.3% | +4.5% | -13.7% |
| 3M | -32.6% | -18.9% | -13.7% | -31.1% |
| 6M | -33.4% | -21.4% | -12.0% | -35.6% |
| YTD | -56.0% | +86.8% | -142.9% | -67.8% |
| 1Y | -55.1% | +85.8% | -140.8% | -67.1% |
| 3Y | -41.4% | +30.1% | -71.6% | -54.8% |
| 5Y | -72.7% | +42.8% | -115.5% | -80.1% |
| 10Y | -55.5% | +121.2% | -176.7% | -72.1% |
| All | -55.5% | +117.5% | -173.0% | -72.1% |
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