+1,236.8%
EWY vs VSH
+0.7%
+1,236.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +3.0% |
| 7D | +4.8% | +4.1% | +0.8% | +3.3% |
| 30D | +11.7% | -4.2% | +15.8% | +13.2% |
| 3M | -7.4% | -50.0% | +42.6% | +18.6% |
| 6M | +40.6% | +80.2% | -39.6% | +12.9% |
| YTD | +94.3% | +121.1% | -26.8% | +44.8% |
| 1Y | +164.3% | +112.0% | +52.3% | +98.4% |
| 3Y | +221.0% | +22.5% | +198.5% | +175.7% |
| 5Y | +139.1% | +64.0% | +75.1% | +80.9% |
| 10Y | +298.8% | +170.4% | +128.4% | +135.1% |
| All | +1,236.8% | +0.7% | +1,236.1% | +449.0% |
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