+111.1%
VSH vs FDS
+127.7%
-16.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | +14.3% | +1.5% | +12.9% | +13.9% |
| 30D | -7.9% | +14.8% | -22.7% | -12.3% |
| 3M | -19.9% | +16.3% | -36.1% | -24.9% |
| 6M | -30.5% | +66.2% | -96.8% | -45.8% |
| YTD | +85.7% | +16.2% | +69.4% | +66.8% |
| 1Y | +98.9% | +21.8% | +77.1% | +73.1% |
| 3Y | +32.1% | -23.9% | +56.0% | +46.4% |
| 5Y | +39.7% | -23.1% | +62.8% | +51.0% |
| All | +111.1% | +127.7% | -16.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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