+3,689.8%
FN vs VSH
+521.7%
+3,168.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +0.8% |
| 7D | -1.7% | +4.1% | -5.7% | -3.8% |
| 30D | -22.0% | -4.2% | -17.8% | -19.9% |
| 3M | -43.0% | -50.0% | +7.0% | -19.1% |
| 6M | -27.7% | +80.2% | -107.9% | -49.2% |
| YTD | -10.5% | +121.1% | -131.6% | -43.8% |
| 1Y | +12.5% | +112.0% | -99.5% | -28.2% |
| 3Y | +153.8% | +22.5% | +131.3% | +107.1% |
| 5Y | +288.0% | +64.0% | +224.0% | +168.8% |
| 10Y | +906.4% | +170.4% | +736.1% | +398.7% |
| All | +3,689.8% | +521.7% | +3,168.1% | +1,614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling