+46.9%
VSH vs FGI
-70.0%
+116.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.5% |
| 30D | -21.3% | -3.4% | -17.9% | -21.2% |
| 3M | -18.9% | +61.8% | -80.7% | -21.0% |
| 6M | -21.4% | +17.0% | -38.5% | -23.1% |
| YTD | +86.8% | +31.4% | +55.4% | +80.0% |
| 1Y | +85.8% | +42.7% | +43.1% | +78.2% |
| 3Y | +30.1% | -0.1% | +30.3% | +25.6% |
| All | +46.9% | -70.0% | +116.9% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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