-67.0%
ETSY vs VSH
+64.5%
-131.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -12.7% | +3.1% | -15.8% | -13.7% |
| 30D | -9.9% | -5.7% | -4.2% | -8.8% |
| 3M | +4.2% | -42.5% | +46.6% | +20.4% |
| 6M | +34.2% | +82.7% | -48.5% | -6.6% |
| YTD | +29.1% | +118.2% | -89.1% | -18.4% |
| 1Y | +23.8% | +109.7% | -85.9% | -21.2% |
| 3Y | +6.6% | +35.3% | -28.6% | -17.4% |
| 5Y | -67.0% | +65.6% | -132.6% | -78.4% |
| All | -67.0% | +64.5% | -131.5% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling