-27.0%
ETHA vs VSH
+45.0%
-72.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.1% | -2.9% | +1.1% |
| 7D | +3.5% | +4.8% | -1.3% | +1.7% |
| 30D | +35.3% | -0.7% | +36.0% | +34.8% |
| 3M | +50.9% | -43.1% | +93.9% | +81.8% |
| 6M | +22.1% | +91.8% | -69.7% | -25.7% |
| YTD | -14.6% | +131.6% | -146.2% | -54.3% |
| 1Y | -42.8% | +118.1% | -160.9% | -68.2% |
| All | -27.0% | +45.0% | -72.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling