+118.1%
VSH vs ET
+33.4%
+84.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +7.0% | +6.0% |
| 7D | +4.8% | +0.2% | +4.5% | +4.8% |
| 30D | -0.7% | +2.9% | -3.6% | -0.1% |
| 3M | -43.1% | +16.8% | -59.8% | -42.1% |
| 6M | +91.8% | +18.9% | +72.9% | +90.8% |
| YTD | +131.6% | +37.7% | +93.9% | +115.6% |
| 1Y | +118.1% | +32.4% | +85.6% | +92.4% |
| All | +118.1% | +33.4% | +84.6% | +92.4% |
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