+34.0%
VSH vs EFV
+88.7%
-54.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +2.1% |
| 7D | +3.5% | -0.5% | +4.0% | +4.3% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | -45.8% | +8.4% | -54.2% | -51.9% |
| 6M | +90.1% | +12.3% | +77.8% | +60.8% |
| YTD | +120.3% | +17.4% | +102.9% | +74.1% |
| 1Y | +112.2% | +27.1% | +85.1% | +49.7% |
| All | +34.0% | +88.7% | -54.7% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling