+112.0%
VSH vs ET
+31.4%
+80.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.5% |
| 7D | +4.1% | +0.9% | +3.2% | +4.2% |
| 30D | -4.2% | +7.5% | -11.6% | -2.7% |
| 3M | -50.0% | +11.4% | -61.4% | -48.6% |
| 6M | +80.2% | +18.5% | +61.6% | +79.2% |
| YTD | +121.1% | +37.4% | +83.7% | +106.5% |
| 1Y | +112.0% | +30.9% | +81.1% | +91.1% |
| All | +112.0% | +31.4% | +80.6% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling