+122.6%
VSH vs FND
+58.4%
+64.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.7% |
| 7D | +6.2% | +0.4% | +5.8% | +6.0% |
| 30D | -11.1% | -23.6% | +12.4% | -2.0% |
| 3M | -44.9% | +4.3% | -49.2% | -46.8% |
| 6M | +90.0% | -20.3% | +110.2% | +101.6% |
| YTD | +118.8% | -21.3% | +140.1% | +131.0% |
| 1Y | +109.0% | -45.4% | +154.4% | +153.5% |
| 3Y | +35.6% | -48.9% | +84.5% | +65.4% |
| 5Y | +66.7% | -61.0% | +127.7% | +110.5% |
| All | +122.6% | +58.4% | +64.2% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling