+289.8%
VSH vs EFV
+258.8%
+31.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.6% |
| 7D | +4.1% | +1.5% | +2.6% | +2.3% |
| 30D | -4.2% | +1.7% | -5.9% | -5.9% |
| 3M | -50.0% | +8.6% | -58.6% | -54.1% |
| 6M | +80.2% | +11.7% | +68.5% | +60.9% |
| YTD | +121.1% | +19.3% | +101.8% | +83.6% |
| 1Y | +112.0% | +30.2% | +81.8% | +60.4% |
| 3Y | +22.5% | +91.6% | -69.1% | -38.5% |
| 5Y | +64.0% | +96.4% | -32.3% | -20.0% |
| 10Y | +170.4% | +166.5% | +3.9% | 0.0% |
| All | +289.8% | +258.8% | +31.0% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling