-26.3%
EW vs VSH
+64.7%
-91.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.5% |
| 7D | -0.3% | +4.1% | -4.4% | -1.0% |
| 30D | +1.0% | -4.2% | +5.2% | +1.4% |
| 3M | +2.8% | -50.0% | +52.8% | +13.2% |
| 6M | +5.5% | +80.2% | -74.7% | -11.0% |
| YTD | +5.5% | +121.1% | -115.6% | -15.1% |
| 1Y | +11.0% | +112.0% | -101.0% | -10.6% |
| 3Y | +17.7% | +22.5% | -4.8% | +8.6% |
| All | -26.3% | +64.7% | -91.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling