+594.1%
EWT vs VSH
+13.6%
+580.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.6% | +0.5% |
| 7D | +4.0% | +4.1% | -0.1% | +2.7% |
| 30D | +10.3% | -4.2% | +14.5% | +11.3% |
| 3M | +6.1% | -50.0% | +56.1% | +28.3% |
| 6M | +56.6% | +80.2% | -23.5% | +26.4% |
| YTD | +76.6% | +121.1% | -44.5% | +33.1% |
| 1Y | +97.9% | +112.0% | -14.1% | +50.1% |
| 3Y | +198.0% | +22.5% | +175.5% | +154.7% |
| 5Y | +151.8% | +64.0% | +87.7% | +93.1% |
| 10Y | +514.1% | +170.4% | +343.8% | +276.5% |
| All | +594.1% | +13.6% | +580.5% | +192.6% |
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