+948.1%
FIX vs VSH
+24.4%
+923.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.3% | +2.7% |
| 7D | -17.5% | -12.9% | -4.5% | -11.5% |
| 30D | -41.6% | -36.9% | -4.7% | -27.6% |
| 3M | -40.6% | -28.8% | -11.8% | -30.8% |
| 6M | -49.4% | -30.3% | -19.1% | -42.8% |
| YTD | +9.2% | +62.4% | -53.2% | -18.4% |
| 1Y | +6.5% | +62.5% | -56.1% | -20.5% |
| 3Y | +448.7% | +7.4% | +441.3% | +376.8% |
| All | +948.1% | +24.4% | +923.7% | +693.7% |
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 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