+157.1%
EWT vs VSH
+31.2%
+125.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.4% |
| 7D | +9.1% | +14.3% | -5.2% | +4.7% |
| 30D | -12.2% | -7.9% | -4.4% | -10.6% |
| 3M | -9.4% | -19.9% | +10.4% | -4.7% |
| 6M | +2.7% | -30.5% | +33.2% | +10.5% |
| YTD | +53.3% | +85.7% | -32.4% | +24.3% |
| 1Y | +59.2% | +98.9% | -39.8% | +26.4% |
| 3Y | +157.1% | +32.1% | +125.0% | +124.2% |
| All | +157.1% | +31.2% | +125.9% | +124.2% |
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