+215.7%
IEFA vs VSH
+351.3%
-135.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | +1.2% | +6.2% | -5.1% | -0.4% |
| 30D | -0.6% | -11.1% | +10.5% | +2.0% |
| 3M | +6.2% | -44.9% | +51.1% | +20.1% |
| 6M | +11.2% | +90.0% | -78.8% | -11.4% |
| YTD | +14.2% | +118.8% | -104.6% | -13.1% |
| 1Y | +20.0% | +109.0% | -89.0% | -8.2% |
| 3Y | +68.8% | +35.6% | +33.1% | +39.4% |
| 5Y | +52.7% | +66.7% | -14.0% | +15.5% |
| 10Y | +144.2% | +167.9% | -23.7% | +48.8% |
| All | +215.7% | +351.3% | -135.6% | +69.9% |
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 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