+242.5%
ET vs VEU
+55.0%
+187.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.4% |
| 7D | +0.2% | -1.4% | +1.7% | +1.0% |
| 30D | +2.9% | -0.4% | +3.3% | +3.0% |
| 3M | +16.8% | +2.5% | +14.3% | +14.6% |
| 6M | +18.9% | +11.1% | +7.7% | +9.8% |
| YTD | +37.7% | +16.5% | +21.2% | +22.4% |
| 1Y | +32.4% | +22.9% | +9.5% | +12.9% |
| 3Y | +99.5% | +73.4% | +26.1% | +29.2% |
| All | +242.5% | +55.0% | +187.5% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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