+112.0%
VSH vs EFV
+30.7%
+81.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.7% |
| 7D | +4.1% | +1.5% | +2.6% | +1.3% |
| 30D | -4.2% | +1.7% | -5.9% | -7.0% |
| 3M | -50.0% | +8.6% | -58.6% | -56.4% |
| 6M | +80.2% | +11.7% | +68.5% | +49.6% |
| YTD | +121.1% | +19.3% | +101.8% | +55.1% |
| 1Y | +112.0% | +30.2% | +81.8% | +22.2% |
| All | +112.0% | +30.7% | +81.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling