+794.1%
FN vs VSH
+117.5%
+676.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.6% |
| 7D | -4.1% | -1.6% | -2.5% | -2.8% |
| 30D | -28.3% | -21.3% | -7.0% | -17.4% |
| 3M | -33.9% | -18.9% | -15.0% | -25.0% |
| 6M | -43.9% | -21.4% | -22.5% | -38.1% |
| YTD | -23.4% | +86.8% | -110.3% | -48.2% |
| 1Y | -25.4% | +85.8% | -111.2% | -49.2% |
| 3Y | +107.9% | +30.1% | +77.8% | +63.6% |
| 5Y | +195.1% | +42.8% | +152.3% | +117.4% |
| 10Y | +794.1% | +121.2% | +672.9% | +339.9% |
| All | +794.1% | +117.5% | +676.6% | +339.9% |
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