+502.5%
EWT vs VSH
-4.6%
+507.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.4% |
| 7D | +9.1% | +14.3% | -5.2% | +4.6% |
| 30D | -12.2% | -7.9% | -4.4% | -10.5% |
| 3M | -9.4% | -19.9% | +10.4% | -4.4% |
| 6M | +2.7% | -30.5% | +33.2% | +10.5% |
| YTD | +53.3% | +85.7% | -32.4% | +20.6% |
| 1Y | +59.2% | +98.9% | -39.8% | +22.3% |
| 3Y | +157.1% | +32.1% | +125.0% | +112.8% |
| 5Y | +119.6% | +39.7% | +79.9% | +75.2% |
| 10Y | +446.9% | +117.6% | +329.3% | +254.6% |
| All | +502.5% | -4.6% | +507.2% | +165.0% |
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