+743.6%
FN vs VSH
+95.6%
+648.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.7% | +5.9% | +8.4% |
| 7D | 0.0% | -12.9% | +12.9% | +9.0% |
| 30D | -34.3% | -36.9% | +2.5% | -14.4% |
| 3M | -39.9% | -28.8% | -11.1% | -26.5% |
| 6M | -51.8% | -30.3% | -21.5% | -43.1% |
| YTD | -28.1% | +62.4% | -90.5% | -47.3% |
| 1Y | -29.1% | +62.5% | -91.6% | -47.8% |
| 3Y | +102.4% | +7.4% | +95.1% | +77.3% |
| 5Y | +171.7% | +25.4% | +146.2% | +115.7% |
| All | +743.6% | +95.6% | +648.0% | +344.3% |
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