+49.5%
EQT vs VSH
+179.3%
-129.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.9% |
| 7D | -1.2% | +3.1% | -4.3% | -2.0% |
| 30D | +1.1% | -5.7% | +6.8% | +2.3% |
| 3M | +4.8% | -42.5% | +47.3% | +18.2% |
| 6M | -10.6% | +82.7% | -93.3% | -32.9% |
| YTD | +3.4% | +118.2% | -114.8% | -27.9% |
| 1Y | +8.7% | +109.7% | -101.0% | -24.0% |
| 3Y | +35.0% | +35.3% | -0.3% | +5.0% |
| 5Y | +204.2% | +65.6% | +138.7% | +110.6% |
| All | +49.5% | +179.3% | -129.7% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling