+192.7%
VSH vs ET
+177.0%
+15.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +7.0% | +6.5% |
| 7D | +4.8% | +0.2% | +4.5% | +4.6% |
| 30D | -0.7% | +2.9% | -3.6% | -1.8% |
| 3M | -43.1% | +16.8% | -59.8% | -46.8% |
| 6M | +91.8% | +18.9% | +72.9% | +77.6% |
| YTD | +131.6% | +37.7% | +93.9% | +101.9% |
| 1Y | +118.1% | +32.4% | +85.6% | +93.1% |
| 3Y | +40.9% | +99.5% | -58.6% | +6.9% |
| 5Y | +75.8% | +244.0% | -168.2% | +7.3% |
| All | +192.7% | +177.0% | +15.7% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling