+376.5%
FIS vs VSH
+163.7%
+212.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -2.1% |
| 7D | +1.1% | +4.1% | -3.0% | 0.0% |
| 30D | -2.2% | -4.2% | +1.9% | -1.7% |
| 3M | +2.1% | -50.0% | +52.1% | +17.8% |
| 6M | -14.7% | +80.2% | -94.9% | -33.2% |
| YTD | -35.7% | +121.1% | -156.8% | -53.0% |
| 1Y | -37.1% | +112.0% | -149.1% | -53.9% |
| 3Y | -20.0% | +22.5% | -42.5% | -34.6% |
| 5Y | -62.1% | +64.0% | -126.2% | -72.1% |
| 10Y | -37.4% | +170.4% | -207.8% | -62.4% |
| All | +376.5% | +163.7% | +212.8% | +92.3% |
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