+199.8%
EWT vs VSH
+35.1%
+164.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.1% | +3.5% | -1.4% | +1.1% |
| 30D | +9.4% | -4.4% | +13.8% | +10.5% |
| 3M | +10.9% | -45.8% | +56.7% | +29.5% |
| 6M | +57.9% | +90.1% | -32.2% | +28.8% |
| YTD | +75.9% | +120.3% | -44.4% | +37.1% |
| 1Y | +89.7% | +112.2% | -22.5% | +48.7% |
| All | +199.8% | +35.1% | +164.7% | +161.2% |
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 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