-54.3%
FIS vs VSH
+124.9%
-179.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.6% | -1.5% | -5.2% |
| 7D | -3.5% | +26.2% | -29.7% | -8.0% |
| 30D | -19.4% | -12.5% | -6.9% | -18.1% |
| 3M | -31.6% | -16.9% | -14.7% | -30.3% |
| 6M | -32.5% | -17.0% | -15.6% | -35.5% |
| YTD | -56.0% | +93.8% | -149.8% | -67.9% |
| 1Y | -55.5% | +99.3% | -154.9% | -68.0% |
| 3Y | -41.3% | +35.0% | -76.3% | -55.0% |
| 5Y | -72.3% | +45.8% | -118.1% | -79.8% |
| All | -54.3% | +124.9% | -179.1% | -72.0% |
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