+910.6%
EWY vs VSH
-15.4%
+926.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.2% |
| 7D | +4.2% | +14.3% | -10.1% | -1.1% |
| 30D | -10.7% | -7.9% | -2.8% | -8.3% |
| 3M | -20.1% | -19.9% | -0.2% | -13.9% |
| 6M | -24.3% | -30.5% | +6.2% | -14.9% |
| YTD | +46.9% | +85.7% | -38.8% | +15.9% |
| 1Y | +55.2% | +98.9% | -43.7% | +19.2% |
| 3Y | +157.0% | +32.1% | +124.9% | +113.9% |
| 5Y | +98.9% | +39.7% | +59.2% | +58.7% |
| 10Y | +226.3% | +117.6% | +108.7% | +107.0% |
| All | +910.6% | -15.4% | +926.0% | +339.4% |
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