+52.4%
EFA vs VSH
+64.0%
-11.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | -2.4% | +2.8% | -5.1% | -2.9% |
| 30D | -2.2% | -6.0% | +3.8% | -1.3% |
| 3M | +5.7% | -42.6% | +48.3% | +15.4% |
| 6M | +8.2% | +82.1% | -73.9% | -9.4% |
| YTD | +11.8% | +117.5% | -105.8% | -10.5% |
| 1Y | +18.3% | +109.0% | -90.7% | -5.1% |
| 3Y | +64.9% | +34.9% | +30.1% | +44.0% |
| 5Y | +52.4% | +65.1% | -12.7% | +18.8% |
| All | +52.4% | +64.0% | -11.6% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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