+1,174.9%
VSH vs ED
+2,460.7%
-1,285.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.4% |
| 7D | -12.9% | +1.6% | -14.6% | -13.5% |
| 30D | -36.9% | +13.3% | -50.2% | -39.3% |
| 3M | -28.8% | +9.7% | -38.5% | -31.0% |
| 6M | -30.3% | +12.8% | -43.1% | -33.5% |
| YTD | +62.4% | +22.3% | +40.1% | +50.6% |
| 1Y | +62.5% | +26.3% | +36.2% | +49.0% |
| 3Y | +7.4% | +45.0% | -37.6% | -8.0% |
| 5Y | +25.4% | +80.2% | -54.8% | -0.9% |
| 10Y | +102.6% | +129.9% | -27.2% | +42.6% |
| All | +1,174.9% | +2,460.7% | -1,285.8% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling