+27.6%
VSH vs FGI
-70.6%
+98.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.7% |
| 7D | -12.9% | -7.0% | -6.0% | -12.8% |
| 30D | -36.9% | -4.2% | -32.6% | -36.8% |
| 3M | -28.8% | +55.6% | -84.4% | -30.6% |
| 6M | -30.3% | -3.2% | -27.1% | -31.5% |
| YTD | +62.4% | +29.1% | +33.2% | +56.5% |
| 1Y | +62.5% | +51.0% | +11.5% | +55.7% |
| 3Y | +7.4% | +1.5% | +5.9% | +3.5% |
| All | +27.6% | -70.6% | +98.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling