-71.6%
FIS vs VSH
+24.8%
-96.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -8.0% | -2.8% |
| 7D | -25.5% | -12.9% | -12.5% | -24.5% |
| 30D | -15.1% | -36.9% | +21.8% | -11.4% |
| 3M | -32.1% | -28.8% | -3.4% | -30.5% |
| 6M | -36.1% | -30.3% | -5.8% | -37.6% |
| YTD | -55.4% | +62.4% | -117.8% | -64.6% |
| 1Y | -53.9% | +62.5% | -116.4% | -63.5% |
| 3Y | -39.8% | +7.4% | -47.1% | -48.4% |
| All | -71.6% | +24.8% | -96.3% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling