+424.6%
ETSY vs VSH
+196.4%
+228.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | -0.6% |
| 7D | -4.9% | +4.8% | -9.7% | -6.5% |
| 30D | -8.6% | -0.7% | -7.9% | -9.1% |
| 3M | +4.8% | -43.1% | +47.8% | +24.0% |
| 6M | +38.1% | +91.8% | -53.7% | -6.1% |
| YTD | +31.2% | +131.6% | -100.4% | -19.3% |
| 1Y | +22.1% | +118.1% | -96.0% | -23.6% |
| 3Y | +12.2% | +40.9% | -28.6% | -18.8% |
| 5Y | -66.5% | +75.8% | -142.2% | -78.5% |
| All | +424.6% | +196.4% | +228.2% | +152.6% |
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