+1,092.2%
FIX vs VSH
+54.3%
+1,037.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.8% | -3.7% | +0.8% |
| 7D | +6.4% | +12.8% | -6.3% | +0.4% |
| 30D | -29.1% | -9.0% | -20.1% | -26.0% |
| 3M | -31.1% | -12.2% | -19.0% | -27.3% |
| 6M | -42.8% | -15.9% | -26.9% | -41.0% |
| YTD | +24.6% | +103.2% | -78.6% | -16.5% |
| 1Y | +21.9% | +108.4% | -86.5% | -19.2% |
| 3Y | +524.9% | +41.6% | +483.4% | +374.6% |
| 5Y | +1,092.2% | +54.6% | +1,037.6% | +715.3% |
| All | +1,092.2% | +54.3% | +1,037.9% | +715.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling