+52.2%
EW vs VSH
+6.8%
+45.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.9% |
| 7D | +11.0% | -12.9% | +23.9% | +12.0% |
| 30D | +19.1% | -36.9% | +55.9% | +23.1% |
| 3M | +14.4% | -28.8% | +43.1% | +16.6% |
| 6M | +22.8% | -30.3% | +53.1% | +22.0% |
| YTD | +19.8% | +62.4% | -42.6% | +5.3% |
| 1Y | +23.9% | +62.5% | -38.6% | +8.7% |
| 3Y | +52.2% | +7.4% | +44.8% | +44.8% |
| All | +52.2% | +6.8% | +45.4% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling