+1,311.6%
ET vs VIG
+623.5%
+688.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.7% |
| 7D | +0.9% | -0.4% | +1.3% | +1.3% |
| 30D | +7.5% | -1.0% | +8.4% | +8.4% |
| 3M | +11.4% | +2.8% | +8.6% | +8.5% |
| 6M | +18.5% | +8.2% | +10.3% | +9.7% |
| YTD | +37.4% | +11.0% | +26.4% | +24.0% |
| 1Y | +30.9% | +16.1% | +14.8% | +13.1% |
| 3Y | +98.7% | +56.2% | +42.6% | +30.1% |
| 5Y | +230.7% | +63.0% | +167.7% | +105.9% |
| 10Y | +175.6% | +241.4% | -65.8% | -11.8% |
| All | +1,311.6% | +623.5% | +688.1% | +133.3% |
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