+1,196.9%
ET vs VIG
+655.8%
+541.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | +3.5% | -0.9% | -0.6% |
| 30D | -2.5% | +4.9% | -7.4% | -6.9% |
| 3M | -4.9% | +2.5% | -7.4% | -7.3% |
| 6M | -0.1% | +11.0% | -11.1% | -9.7% |
| YTD | +26.2% | +16.0% | +10.2% | +9.1% |
| 1Y | +25.2% | +17.5% | +7.6% | +6.7% |
| 3Y | +84.2% | +67.0% | +17.2% | +13.0% |
| 5Y | +216.1% | +64.8% | +151.3% | +94.7% |
| 10Y | +160.7% | +263.6% | -102.9% | -21.6% |
| All | +1,196.9% | +655.8% | +541.1% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling