+6,438.2%
EW vs VSH
+36.0%
+6,402.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.6% |
| 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% | +13.0% |
| 6M | +5.5% | +80.2% | -74.7% | -7.9% |
| YTD | +5.5% | +121.1% | -115.6% | -11.4% |
| 1Y | +11.0% | +112.0% | -101.0% | -6.5% |
| 3Y | +17.7% | +22.5% | -4.8% | +5.8% |
| 5Y | -25.7% | +64.0% | -89.8% | -37.1% |
| 10Y | +132.8% | +170.4% | -37.6% | +77.7% |
| All | +6,438.2% | +36.0% | +6,402.2% | +3,951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling