+210.6%
ET vs VIG
+64.4%
+146.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | +3.5% | -0.9% | 0.0% |
| 30D | -2.5% | +4.9% | -7.4% | -6.1% |
| 3M | -4.9% | +2.5% | -7.4% | -6.8% |
| 6M | -0.1% | +11.0% | -11.1% | -8.1% |
| YTD | +26.2% | +16.0% | +10.2% | +11.8% |
| 1Y | +25.2% | +17.5% | +7.6% | +9.5% |
| 3Y | +84.2% | +67.0% | +17.2% | +21.3% |
| All | +210.6% | +64.4% | +146.2% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling