+44.6%
VSH vs FGI
+5.7%
+38.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.9% | +2.9% | +8.7% |
| 7D | +12.8% | +6.9% | +5.9% | +12.6% |
| 30D | -9.0% | +3.9% | -13.0% | -9.1% |
| 3M | -12.2% | +74.3% | -86.5% | -14.2% |
| 6M | -15.9% | +28.9% | -44.9% | -17.6% |
| YTD | +103.2% | +39.1% | +64.1% | +97.0% |
| 1Y | +108.4% | +49.3% | +59.1% | +101.6% |
| All | +44.6% | +5.7% | +38.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling