+376.6%
EFA vs VSH
+78.8%
+297.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.3% |
| 7D | +2.2% | +14.3% | -12.1% | -1.8% |
| 30D | +1.4% | -7.9% | +9.2% | +2.2% |
| 3M | -4.2% | -19.9% | +15.7% | -0.6% |
| 6M | +1.9% | -30.5% | +32.4% | +5.7% |
| YTD | +10.2% | +85.7% | -75.5% | -15.9% |
| 1Y | +12.8% | +98.9% | -86.2% | -15.9% |
| 3Y | +65.2% | +32.1% | +33.1% | +30.9% |
| 5Y | +49.8% | +39.7% | +10.2% | +14.3% |
| 10Y | +145.2% | +117.6% | +27.6% | +51.3% |
| All | +376.6% | +78.8% | +297.8% | +121.0% |
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