+124.0%
EW vs VSH
+178.4%
-54.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +1.0% |
| 7D | -3.4% | +2.8% | -6.1% | -4.0% |
| 30D | -7.4% | -6.0% | -1.3% | -6.3% |
| 3M | +0.9% | -42.6% | +43.6% | +11.6% |
| 6M | +1.2% | +82.1% | -80.9% | -19.0% |
| YTD | +1.8% | +117.5% | -115.8% | -22.8% |
| 1Y | +10.8% | +109.0% | -98.2% | -15.9% |
| 3Y | +17.1% | +34.9% | -17.7% | -3.2% |
| 5Y | -28.2% | +65.1% | -93.3% | -46.0% |
| All | +124.0% | +178.4% | -54.4% | +29.3% |
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