+3,604.4%
FIX vs VSH
+124.9%
+3,479.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -0.4% |
| 7D | +17.0% | +26.2% | -9.2% | +3.7% |
| 30D | -30.6% | -12.5% | -18.1% | -25.8% |
| 3M | -35.0% | -16.9% | -18.1% | -29.1% |
| 6M | -44.0% | -17.0% | -27.0% | -42.0% |
| YTD | +21.1% | +93.8% | -72.7% | -20.5% |
| 1Y | +16.3% | +99.3% | -83.1% | -24.8% |
| 3Y | +507.4% | +35.0% | +472.4% | +350.3% |
| 5Y | +1,052.1% | +45.8% | +1,006.2% | +689.8% |
| All | +3,604.4% | +124.9% | +3,479.5% | +1,798.0% |
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