+3,644.4%
FIX vs VSH
+117.5%
+3,526.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.4% |
| 7D | -13.9% | -1.6% | -12.4% | -13.0% |
| 30D | -35.5% | -21.3% | -14.2% | -27.2% |
| 3M | -33.9% | -18.9% | -15.0% | -26.9% |
| 6M | -43.3% | -21.4% | -21.9% | -39.6% |
| YTD | +18.7% | +86.8% | -68.2% | -20.6% |
| 1Y | +13.8% | +85.8% | -72.0% | -23.7% |
| 3Y | +495.0% | +30.1% | +464.8% | +349.9% |
| 5Y | +1,049.0% | +42.8% | +1,006.2% | +696.2% |
| 10Y | +3,644.4% | +121.2% | +3,523.2% | +1,823.0% |
| All | +3,644.4% | +117.5% | +3,526.9% | +1,823.0% |
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