+142.7%
EWY vs VSH
+64.5%
+78.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.2% | -3.8% |
| 7D | +1.2% | +3.1% | -1.9% | +0.1% |
| 30D | +9.3% | -5.7% | +15.0% | +11.8% |
| 3M | +2.4% | -42.5% | +44.9% | +25.6% |
| 6M | +40.3% | +82.7% | -42.4% | +16.0% |
| YTD | +88.0% | +118.2% | -30.2% | +47.0% |
| 1Y | +143.8% | +109.7% | +34.1% | +92.0% |
| 3Y | +217.8% | +35.3% | +182.5% | +179.3% |
| 5Y | +142.7% | +65.6% | +77.1% | +88.5% |
| All | +142.7% | +64.5% | +78.2% | +88.5% |
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