+65.6%
VSH vs ET
+241.7%
-176.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.1% |
| 7D | +3.1% | +1.4% | +1.7% | +2.5% |
| 30D | -5.7% | +4.6% | -10.3% | -7.6% |
| 3M | -42.5% | +16.0% | -58.5% | -46.6% |
| 6M | +82.7% | +22.8% | +59.9% | +64.2% |
| YTD | +118.2% | +38.9% | +79.4% | +84.1% |
| 1Y | +109.7% | +34.1% | +75.6% | +79.9% |
| 3Y | +35.3% | +98.8% | -63.5% | -1.3% |
| 5Y | +65.6% | +246.8% | -181.2% | +1.3% |
| All | +65.6% | +241.7% | -176.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling