+2,625.3%
FN vs VSH
+331.8%
+2,293.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -14.8% | +0.5% | -6.2% |
| 7D | -16.0% | -25.2% | +9.2% | -1.1% |
| 30D | -40.1% | -41.8% | +1.7% | -19.3% |
| 3M | -43.9% | -33.4% | -10.5% | -29.5% |
| 6M | -55.6% | -31.0% | -24.6% | -47.5% |
| YTD | -35.7% | +53.6% | -89.2% | -50.6% |
| 1Y | -39.8% | +46.3% | -86.1% | -52.5% |
| 3Y | +80.3% | -1.0% | +81.2% | +66.5% |
| 5Y | +143.3% | +18.6% | +124.6% | +101.9% |
| 10Y | +682.3% | +91.7% | +590.6% | +368.5% |
| All | +2,625.3% | +331.8% | +2,293.5% | +1,407.7% |
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