+220.9%
VSH vs ET
+1,435.7%
-1,214.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | +6.2% | +0.4% | +5.8% | +6.1% |
| 30D | -11.1% | +6.9% | -18.0% | -13.3% |
| 3M | -44.9% | +13.1% | -58.0% | -47.6% |
| 6M | +90.0% | +18.7% | +71.2% | +77.2% |
| YTD | +118.8% | +37.4% | +81.4% | +93.5% |
| 1Y | +109.0% | +34.8% | +74.2% | +86.1% |
| 3Y | +35.6% | +96.8% | -61.2% | +5.9% |
| 5Y | +66.7% | +238.2% | -171.5% | +6.2% |
| 10Y | +167.9% | +159.4% | +8.5% | +70.3% |
| All | +220.9% | +1,435.7% | -1,214.8% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling