-23.6%
FIS vs VSH
+32.2%
-55.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.9% |
| 7D | -3.5% | +6.2% | -9.7% | -3.7% |
| 30D | -7.8% | -11.1% | +3.3% | -7.4% |
| 3M | +0.8% | -44.9% | +45.7% | +4.1% |
| 6M | -21.9% | +90.0% | -111.9% | -31.8% |
| YTD | -39.5% | +118.8% | -158.3% | -48.7% |
| 1Y | -41.0% | +109.0% | -150.0% | -50.0% |
| 3Y | -23.6% | +35.6% | -59.3% | -30.6% |
| All | -23.6% | +32.2% | -55.9% | -30.6% |
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