-40.6%
FIS vs VSH
+25.6%
-66.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +13.4% | -14.8% | -1.6% |
| 7D | -29.4% | +3.5% | -32.9% | -29.4% |
| 30D | -16.7% | -22.4% | +5.7% | -16.3% |
| 3M | -33.0% | -25.2% | -7.8% | -32.6% |
| 6M | -33.3% | -22.5% | -10.8% | -35.1% |
| YTD | -56.0% | +84.2% | -140.2% | -62.4% |
| 1Y | -54.6% | +87.1% | -141.6% | -61.4% |
| 3Y | -40.6% | +31.7% | -72.3% | -48.6% |
| All | -40.6% | +25.6% | -66.3% | -48.6% |
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