+66.7%
VSH vs FND
-61.9%
+128.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.8% |
| 7D | +6.2% | +0.4% | +5.8% | +6.0% |
| 30D | -11.1% | -23.6% | +12.4% | -1.5% |
| 3M | -44.9% | +4.3% | -49.2% | -47.0% |
| 6M | +90.0% | -20.3% | +110.2% | +102.2% |
| YTD | +118.8% | -21.3% | +140.1% | +131.3% |
| 1Y | +109.0% | -45.4% | +154.4% | +157.1% |
| 3Y | +35.6% | -48.9% | +84.5% | +66.6% |
| 5Y | +66.7% | -61.0% | +127.7% | +108.8% |
| All | +66.7% | -61.9% | +128.6% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling