+226.1%
FIS vs VSH
+119.7%
+106.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +13.4% | -14.8% | -4.7% |
| 7D | -29.4% | +3.5% | -32.9% | -30.3% |
| 30D | -16.7% | -22.4% | +5.7% | -12.6% |
| 3M | -33.0% | -25.2% | -7.8% | -29.8% |
| 6M | -33.3% | -22.5% | -10.8% | -34.7% |
| YTD | -56.0% | +84.2% | -140.2% | -67.1% |
| 1Y | -54.6% | +87.1% | -141.6% | -66.3% |
| 3Y | -40.6% | +31.7% | -72.3% | -54.0% |
| 5Y | -71.9% | +42.6% | -114.5% | -79.1% |
| 10Y | -55.3% | +116.6% | -171.9% | -72.2% |
| All | +226.1% | +119.7% | +106.4% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling