+791.8%
ET vs VEU
+174.3%
+617.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | +3.0% | +2.4% | +0.7% | +1.2% |
| 30D | -3.5% | -2.0% | -1.5% | -2.2% |
| 3M | -5.6% | -5.1% | -0.5% | -2.2% |
| 6M | +0.5% | -0.7% | +1.2% | -0.3% |
| YTD | +26.3% | +11.0% | +15.3% | +13.6% |
| 1Y | +25.7% | +12.4% | +13.3% | +11.7% |
| 3Y | +85.1% | +69.8% | +15.3% | +18.0% |
| 5Y | +216.4% | +48.2% | +168.2% | +123.1% |
| 10Y | +160.9% | +148.1% | +12.8% | +28.9% |
| All | +791.8% | +174.3% | +617.5% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling