+7,843.3%
FIX vs VSH
+160.4%
+7,683.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.3% | +3.6% |
| 7D | -17.5% | -12.9% | -4.5% | -13.2% |
| 30D | -41.6% | -36.9% | -4.7% | -31.8% |
| 3M | -40.6% | -28.8% | -11.8% | -33.6% |
| 6M | -49.4% | -30.3% | -19.1% | -44.2% |
| YTD | +9.2% | +62.4% | -53.2% | -8.7% |
| 1Y | +6.5% | +62.5% | -56.1% | -10.9% |
| 3Y | +448.7% | +7.4% | +441.3% | +405.9% |
| 5Y | +948.7% | +25.4% | +923.3% | +814.2% |
| 10Y | +3,659.7% | +102.6% | +3,557.1% | +2,728.0% |
| All | +7,843.3% | +160.4% | +7,683.0% | +4,276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling