+347.1%
VSH vs FDS
+9,502.8%
-9,155.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +6.0% |
| 7D | +4.1% | -1.9% | +6.0% | +4.8% |
| 30D | -4.2% | +9.0% | -13.2% | -8.2% |
| 3M | -50.0% | +18.9% | -68.8% | -55.8% |
| 6M | +80.2% | +35.1% | +45.1% | +46.4% |
| YTD | +121.1% | +5.5% | +115.6% | +98.3% |
| 1Y | +112.0% | -16.8% | +128.8% | +109.9% |
| 3Y | +22.5% | -28.1% | +50.6% | +29.2% |
| 5Y | +64.0% | -17.4% | +81.5% | +59.0% |
| 10Y | +170.4% | +85.4% | +84.9% | +74.4% |
| All | +347.1% | +9,502.8% | -9,155.7% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling