+5,831.7%
FIX vs VSH
+173.5%
+5,658.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | -0.3% |
| 7D | +6.0% | +4.1% | +2.0% | +3.8% |
| 30D | -7.2% | -4.2% | -3.1% | -5.7% |
| 3M | -15.9% | -50.0% | +34.1% | +15.9% |
| 6M | +12.7% | +80.2% | -67.4% | -22.0% |
| YTD | +72.8% | +121.1% | -48.3% | +6.5% |
| 1Y | +122.9% | +112.0% | +10.9% | +39.1% |
| 3Y | +774.3% | +22.5% | +751.8% | +589.3% |
| 5Y | +2,049.5% | +64.0% | +1,985.4% | +1,294.5% |
| All | +5,831.7% | +173.5% | +5,658.3% | +2,520.8% |
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 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