+755.5%
FN vs VSH
+124.9%
+630.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -1.5% |
| 7D | +20.8% | +26.2% | -5.4% | +5.9% |
| 30D | -17.3% | -12.5% | -4.8% | -10.3% |
| 3M | -38.1% | -16.9% | -21.2% | -30.8% |
| 6M | -44.2% | -17.0% | -27.3% | -40.4% |
| YTD | -22.3% | +93.8% | -116.1% | -48.5% |
| 1Y | -20.9% | +99.3% | -120.3% | -48.3% |
| 3Y | +111.1% | +35.0% | +76.1% | +62.6% |
| 5Y | +191.8% | +45.8% | +146.0% | +112.2% |
| All | +755.5% | +124.9% | +630.6% | +325.5% |
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 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