+176.1%
ET vs VIG
+247.5%
-71.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +1.4% | -2.2% | +3.6% | +3.5% |
| 30D | +4.6% | -3.2% | +7.8% | +7.7% |
| 3M | +16.0% | +3.0% | +13.0% | +12.6% |
| 6M | +22.8% | +8.1% | +14.7% | +13.6% |
| YTD | +38.9% | +9.1% | +29.8% | +27.2% |
| 1Y | +34.1% | +12.6% | +21.5% | +18.9% |
| 3Y | +98.8% | +55.4% | +43.4% | +29.1% |
| 5Y | +246.8% | +62.8% | +184.0% | +112.5% |
| All | +176.1% | +247.5% | -71.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling