+706.7%
ETN vs VSH
+196.4%
+510.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.2% | +1.5% |
| 7D | +3.5% | +4.8% | -1.2% | +1.6% |
| 30D | -7.5% | -0.7% | -6.8% | -7.5% |
| 3M | +8.3% | -43.1% | +51.4% | +32.7% |
| 6M | +20.2% | +91.8% | -71.6% | -13.8% |
| YTD | +34.7% | +131.6% | -97.0% | -11.5% |
| 1Y | +19.4% | +118.1% | -98.6% | -20.2% |
| 3Y | +85.5% | +40.9% | +44.6% | +41.5% |
| 5Y | +186.6% | +75.8% | +110.8% | +90.7% |
| All | +706.7% | +196.4% | +510.3% | +276.6% |
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