+131.1%
VSH vs FFIV
+126.3%
+4.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.2% |
| 7D | +12.8% | -2.9% | +15.7% | +15.5% |
| 30D | -9.0% | -32.4% | +23.4% | +14.1% |
| 3M | -12.2% | -22.7% | +10.5% | +0.7% |
| 6M | -15.9% | -10.7% | -5.2% | -11.4% |
| YTD | +103.2% | +25.4% | +77.9% | +71.4% |
| 1Y | +108.4% | +34.2% | +74.3% | +68.6% |
| 3Y | +41.6% | +101.2% | -59.7% | -12.2% |
| 5Y | +54.6% | +42.0% | +12.6% | +15.9% |
| All | +131.1% | +126.3% | +4.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling