+3,553.2%
FIX vs VSH
+115.4%
+3,437.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | +0.8% |
| 7D | +9.4% | +14.3% | -4.9% | +2.0% |
| 30D | -27.8% | -7.9% | -19.9% | -24.7% |
| 3M | -35.6% | -19.9% | -15.7% | -28.4% |
| 6M | -45.2% | -30.5% | -14.7% | -37.5% |
| YTD | +19.5% | +85.7% | -66.2% | -19.9% |
| 1Y | +24.2% | +98.9% | -74.7% | -19.7% |
| 3Y | +494.2% | +32.1% | +462.1% | +345.0% |
| 5Y | +1,036.1% | +39.7% | +996.5% | +696.0% |
| All | +3,553.2% | +115.4% | +3,437.8% | +1,812.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling