-29.3%
ETHA vs VSH
+36.2%
-65.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -2.4% | +2.8% | -5.2% | -3.5% |
| 30D | +30.9% | -6.0% | +36.9% | +33.0% |
| 3M | +51.1% | -42.6% | +93.8% | +80.3% |
| 6M | +20.5% | +82.1% | -61.6% | -25.5% |
| YTD | -17.3% | +117.5% | -134.8% | -54.7% |
| 1Y | -43.2% | +109.0% | -152.2% | -68.2% |
| All | -29.3% | +36.2% | -65.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling