+1,636.0%
VSH vs ED
+2,217.3%
-581.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.8% | +4.8% |
| 7D | +4.1% | -0.2% | +4.2% | +4.1% |
| 30D | -4.2% | -0.1% | -4.0% | -4.2% |
| 3M | -50.0% | +3.9% | -53.9% | -50.9% |
| 6M | +80.2% | -3.0% | +83.2% | +80.1% |
| YTD | +121.1% | +10.7% | +110.4% | +112.0% |
| 1Y | +112.0% | +13.3% | +98.7% | +101.0% |
| 3Y | +22.5% | +34.5% | -12.0% | +7.5% |
| 5Y | +64.0% | +67.1% | -3.1% | +32.6% |
| 10Y | +170.4% | +103.0% | +67.3% | +98.1% |
| All | +1,636.0% | +2,217.3% | -581.3% | +591.4% |
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 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