-23.7%
FPS vs VSH
+37.0%
-60.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +3.1% |
| 7D | +13.6% | +14.3% | -0.8% | +3.6% |
| 30D | -32.4% | -7.9% | -24.5% | -26.1% |
| 3M | -41.1% | -19.9% | -21.3% | -29.5% |
| 6M | -51.4% | -30.5% | -20.9% | -39.2% |
| All | -23.7% | +37.0% | -60.8% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling