+63.7%
IEFA vs VSH
+33.8%
+29.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.4% | +3.1% | -5.5% | -2.8% |
| 30D | -2.1% | -5.7% | +3.6% | -1.4% |
| 3M | +5.5% | -42.5% | +48.0% | +12.9% |
| 6M | +8.1% | +82.7% | -74.6% | -5.9% |
| YTD | +11.9% | +118.2% | -106.3% | -5.9% |
| 1Y | +18.1% | +109.7% | -91.6% | -0.5% |
| All | +63.7% | +33.8% | +29.9% | +48.9% |
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