+378.9%
EFA vs VSH
+95.7%
+283.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -2.1% |
| 7D | -1.0% | +12.8% | -13.8% | -4.9% |
| 30D | +1.6% | -9.0% | +10.6% | +2.7% |
| 3M | -3.2% | -12.2% | +9.0% | -2.0% |
| 6M | +2.5% | -15.9% | +18.4% | +0.4% |
| YTD | +10.7% | +103.2% | -92.5% | -17.5% |
| 1Y | +12.8% | +108.4% | -95.7% | -16.8% |
| 3Y | +66.4% | +41.6% | +24.9% | +29.5% |
| 5Y | +51.4% | +54.6% | -3.2% | +12.3% |
| 10Y | +146.3% | +138.2% | +8.1% | +48.4% |
| All | +378.9% | +95.7% | +283.1% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling