+7.4%
VSH vs FDS
-23.2%
+30.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.7% | +9.4% | +5.1% |
| 7D | -12.9% | -0.5% | -12.4% | -12.9% |
| 30D | -36.9% | +20.2% | -57.1% | -35.2% |
| 3M | -28.8% | +19.9% | -48.6% | -26.8% |
| 6M | -30.3% | +56.2% | -86.5% | -29.8% |
| YTD | +62.4% | +14.6% | +47.8% | +77.7% |
| 1Y | +62.5% | +31.6% | +30.9% | +66.9% |
| 3Y | +7.4% | -23.8% | +31.2% | +37.2% |
| All | +7.4% | -23.2% | +30.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling