-28.7%
ETHA vs VSH
+37.0%
-65.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +2.7% | +6.2% | -3.5% | +0.4% |
| 30D | +29.4% | -11.1% | +40.5% | +34.1% |
| 3M | +47.2% | -44.9% | +92.1% | +78.7% |
| 6M | +25.4% | +90.0% | -64.6% | -24.3% |
| YTD | -16.5% | +118.8% | -135.3% | -54.4% |
| 1Y | -42.3% | +109.0% | -151.3% | -67.6% |
| All | -28.7% | +37.0% | -65.6% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling