+35.6%
VSH vs FDS
-30.4%
+66.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -1.4% |
| 7D | +6.2% | -5.4% | +11.6% | +5.8% |
| 30D | -11.1% | +1.6% | -12.7% | -11.0% |
| 3M | -44.9% | +17.7% | -62.7% | -44.4% |
| 6M | +90.0% | +29.1% | +60.9% | +87.9% |
| YTD | +118.8% | +1.0% | +117.8% | +133.6% |
| 1Y | +109.0% | -21.6% | +130.6% | +149.8% |
| 3Y | +35.6% | -30.1% | +65.8% | +67.5% |
| All | +35.6% | -30.4% | +66.1% | +67.5% |
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