+49.9%
EFA vs VSH
+45.1%
+4.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.2% |
| 7D | +1.3% | +26.2% | -24.9% | -2.9% |
| 30D | +0.5% | -12.5% | +13.0% | +2.0% |
| 3M | -4.1% | -16.9% | +12.8% | -2.3% |
| 6M | +2.4% | -17.0% | +19.4% | +0.8% |
| YTD | +10.0% | +93.8% | -83.8% | -11.3% |
| 1Y | +11.4% | +99.3% | -87.9% | -10.9% |
| 3Y | +65.4% | +35.0% | +30.4% | +40.1% |
| All | +49.9% | +45.1% | +4.8% | +16.1% |
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