+372.7%
ETR vs VSH
+115.4%
+257.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.4% |
| 7D | +1.2% | +14.3% | -13.2% | -0.7% |
| 30D | +7.0% | -7.9% | +14.9% | +7.4% |
| 3M | +4.6% | -19.9% | +24.5% | +6.5% |
| 6M | +0.1% | -30.5% | +30.7% | +1.5% |
| YTD | +23.2% | +85.7% | -62.5% | +5.7% |
| 1Y | +20.6% | +98.9% | -78.4% | +2.1% |
| 3Y | +156.3% | +32.1% | +124.2% | +124.9% |
| 5Y | +159.6% | +39.7% | +120.0% | +120.3% |
| All | +372.7% | +115.4% | +257.4% | +256.9% |
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