+277.9%
VSH vs FDS
+10,266.7%
-9,988.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -1.6% | -2.0% | +0.4% | -0.9% |
| 30D | -21.3% | +13.5% | -34.8% | -26.4% |
| 3M | -18.9% | +15.2% | -34.1% | -26.0% |
| 6M | -21.4% | +47.0% | -68.5% | -39.0% |
| YTD | +86.8% | +13.9% | +73.0% | +58.3% |
| 1Y | +85.8% | +25.2% | +60.6% | +49.5% |
| 3Y | +30.1% | -25.3% | +55.5% | +32.1% |
| 5Y | +42.8% | -23.3% | +66.1% | +41.0% |
| 10Y | +121.2% | +126.0% | -4.8% | +27.6% |
| All | +277.9% | +10,266.7% | -9,988.8% | -38.0% |
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