+1,495.8%
VSH vs ED
+2,474.3%
-978.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.8% | +8.8% |
| 7D | +12.8% | -0.9% | +13.7% | +12.9% |
| 30D | -9.0% | +11.2% | -20.2% | -12.1% |
| 3M | -12.2% | +11.8% | -24.0% | -15.4% |
| 6M | -15.9% | +14.1% | -30.0% | -20.1% |
| YTD | +103.2% | +23.0% | +80.3% | +88.3% |
| 1Y | +108.4% | +23.7% | +84.8% | +92.4% |
| 3Y | +41.6% | +47.7% | -6.2% | +20.6% |
| 5Y | +54.6% | +82.6% | -28.0% | +21.6% |
| 10Y | +138.2% | +141.8% | -3.6% | +64.8% |
| All | +1,495.8% | +2,474.3% | -978.5% | +514.1% |
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