+290.1%
ETR vs VSH
+196.4%
+93.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.2% |
| 7D | -1.8% | +4.8% | -6.6% | -2.5% |
| 30D | -1.8% | -0.7% | -1.1% | -1.8% |
| 3M | -3.6% | -43.1% | +39.5% | +2.8% |
| 6M | +2.6% | +91.8% | -89.2% | -10.6% |
| YTD | +16.0% | +131.6% | -115.6% | -2.5% |
| 1Y | +20.1% | +118.1% | -97.9% | +1.5% |
| 3Y | +143.6% | +40.9% | +102.7% | +116.4% |
| 5Y | +124.4% | +75.8% | +48.6% | +85.9% |
| All | +290.1% | +196.4% | +93.7% | +166.0% |
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