+226.4%
EWY vs VSH
+35.1%
+191.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +6.7% | +3.5% | +3.1% | +5.2% |
| 30D | +17.0% | -4.4% | +21.3% | +19.0% |
| 3M | +3.7% | -45.8% | +49.5% | +29.3% |
| 6M | +42.5% | +90.1% | -47.7% | +19.3% |
| YTD | +96.2% | +120.3% | -24.1% | +58.1% |
| 1Y | +160.4% | +112.2% | +48.1% | +111.0% |
| All | +226.4% | +35.1% | +191.3% | +193.7% |
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