+112.2%
VSH vs FDS
-23.8%
+136.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | -0.4% |
| 7D | +3.5% | -8.8% | +12.3% | +0.5% |
| 30D | -4.4% | -1.4% | -3.0% | -4.4% |
| 3M | -45.8% | +13.9% | -59.7% | -42.2% |
| 6M | +90.1% | +27.4% | +62.8% | +105.3% |
| YTD | +120.3% | -2.5% | +122.8% | +139.3% |
| 1Y | +112.2% | -23.8% | +136.0% | +124.3% |
| All | +112.2% | -23.8% | +136.0% | +124.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling