+63.4%
VSH vs ED
+27.1%
+36.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.1% | -1.2% |
| 7D | -13.6% | +5.4% | -19.0% | -7.3% |
| 30D | -30.4% | +16.4% | -46.7% | -15.6% |
| 3M | -33.3% | +11.9% | -45.2% | -22.7% |
| 6M | -15.1% | +11.6% | -26.6% | +0.3% |
| YTD | +80.2% | +24.1% | +56.1% | +124.1% |
| 1Y | +63.4% | +26.9% | +36.5% | +108.8% |
| All | +63.4% | +27.1% | +36.2% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling