+63.4%
VSH vs EFV
+25.8%
+37.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.2% | -9.8% |
| 7D | -13.6% | +2.9% | -16.5% | -17.6% |
| 30D | -30.4% | +3.6% | -33.9% | -34.2% |
| 3M | -33.3% | -0.1% | -33.2% | -33.1% |
| 6M | -15.1% | +9.6% | -24.7% | -25.7% |
| YTD | +80.2% | +17.0% | +63.2% | +34.7% |
| 1Y | +63.4% | +25.7% | +37.7% | +5.1% |
| All | +63.4% | +25.8% | +37.5% | +5.1% |
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