+135.7%
VSH vs FND
+56.5%
+79.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.8% |
| 7D | +4.8% | -5.8% | +10.5% | +7.1% |
| 30D | -0.7% | -20.2% | +19.5% | +7.7% |
| 3M | -43.1% | -12.0% | -31.1% | -41.2% |
| 6M | +91.8% | -18.5% | +110.3% | +101.9% |
| YTD | +131.6% | -22.3% | +153.9% | +145.7% |
| 1Y | +118.1% | -47.6% | +165.7% | +169.1% |
| 3Y | +40.9% | -49.8% | +90.7% | +73.0% |
| 5Y | +75.8% | -63.0% | +138.7% | +126.2% |
| All | +135.7% | +56.5% | +79.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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