+121.2%
VSH vs ED
+136.7%
-15.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | -1.6% | +2.1% | -3.7% | -1.8% |
| 30D | -21.3% | +12.4% | -33.7% | -22.5% |
| 3M | -18.9% | +13.1% | -32.0% | -20.3% |
| 6M | -21.4% | +14.1% | -35.5% | -23.2% |
| YTD | +86.8% | +23.1% | +63.8% | +79.3% |
| 1Y | +85.8% | +25.4% | +60.3% | +77.4% |
| 3Y | +30.1% | +47.9% | -17.7% | +16.2% |
| 5Y | +42.8% | +81.9% | -39.1% | +19.5% |
| 10Y | +121.2% | +141.3% | -20.0% | +86.2% |
| All | +121.2% | +136.7% | -15.5% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling