+271.2%
EW vs VSH
+115.4%
+155.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +2.1% |
| 7D | +4.9% | +14.3% | -9.4% | +1.8% |
| 30D | +23.9% | -7.9% | +31.8% | +24.6% |
| 3M | +15.8% | -19.9% | +35.6% | +18.8% |
| 6M | +31.7% | -30.5% | +62.2% | +33.9% |
| YTD | +25.7% | +85.7% | -60.0% | -3.4% |
| 1Y | +24.4% | +98.9% | -74.5% | -6.4% |
| 3Y | +65.9% | +32.1% | +33.8% | +32.9% |
| 5Y | -7.6% | +39.7% | -47.3% | -29.2% |
| All | +271.2% | +115.4% | +155.8% | +112.8% |
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