+111.1%
VSH vs ED
+147.1%
-36.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.3% |
| 7D | +14.3% | +2.1% | +12.3% | +14.1% |
| 30D | -7.9% | +10.4% | -18.3% | -9.0% |
| 3M | -19.9% | +12.5% | -32.4% | -21.1% |
| 6M | -30.5% | +14.9% | -45.4% | -32.1% |
| YTD | +85.7% | +24.8% | +60.8% | +77.9% |
| 1Y | +98.9% | +23.8% | +75.1% | +90.8% |
| 3Y | +32.1% | +51.6% | -19.6% | +17.4% |
| 5Y | +39.7% | +86.4% | -46.8% | +16.3% |
| All | +111.1% | +147.1% | -36.0% | +76.4% |
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