+826.4%
FN vs VSH
+128.2%
+698.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +13.4% | -1.6% | +4.2% |
| 7D | +16.3% | +3.5% | +12.8% | +15.0% |
| 30D | -24.7% | -22.4% | -2.3% | -12.5% |
| 3M | -34.9% | -25.2% | -9.7% | -22.7% |
| 6M | -41.1% | -22.5% | -18.6% | -34.4% |
| YTD | -19.6% | +84.2% | -103.8% | -45.1% |
| 1Y | -18.5% | +87.1% | -105.6% | -44.7% |
| 3Y | +119.1% | +31.7% | +87.5% | +71.5% |
| 5Y | +206.9% | +42.6% | +164.4% | +126.7% |
| 10Y | +826.4% | +116.6% | +709.8% | +360.9% |
| All | +826.4% | +128.2% | +698.2% | +360.9% |
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