+65.6%
VSH vs EFV
+94.1%
-28.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.6% |
| 7D | +3.1% | -2.0% | +5.1% | +5.8% |
| 30D | -5.7% | -0.2% | -5.5% | -5.5% |
| 3M | -42.5% | +9.1% | -51.6% | -48.3% |
| 6M | +82.7% | +11.7% | +71.0% | +60.5% |
| YTD | +118.2% | +17.0% | +101.2% | +81.2% |
| 1Y | +109.7% | +26.7% | +83.0% | +59.0% |
| 3Y | +35.3% | +90.2% | -54.9% | -33.6% |
| 5Y | +65.6% | +96.1% | -30.5% | -22.6% |
| All | +65.6% | +94.1% | -28.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling