+146.1%
EWT vs VSH
+64.5%
+81.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -1.1% | +3.1% | -4.2% | -2.0% |
| 30D | +4.8% | -5.7% | +10.5% | +6.4% |
| 3M | +11.1% | -42.5% | +53.6% | +28.7% |
| 6M | +54.6% | +82.7% | -28.1% | +24.9% |
| YTD | +71.4% | +118.2% | -46.8% | +30.5% |
| 1Y | +82.1% | +109.7% | -27.6% | +39.5% |
| 3Y | +193.2% | +35.3% | +157.9% | +148.0% |
| 5Y | +146.1% | +65.6% | +80.5% | +86.3% |
| All | +146.1% | +64.5% | +81.6% | +86.3% |
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