-25.7%
FN vs VSH
+62.1%
-87.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.1% | -0.9% | -2.8% |
| 7D | -7.0% | -13.6% | +6.7% | +2.0% |
| 30D | -24.7% | -30.4% | +5.6% | -6.4% |
| 3M | -35.7% | -33.3% | -2.4% | -18.8% |
| 6M | -52.4% | -15.1% | -37.3% | -51.9% |
| YTD | -25.0% | +80.2% | -105.2% | -57.2% |
| 1Y | -25.7% | +63.4% | -89.0% | -54.6% |
| All | -25.7% | +62.1% | -87.7% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling