+161.3%
ET vs VO
+202.1%
-40.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.0% |
| 7D | +1.8% | +0.2% | +1.5% | +1.5% |
| 30D | -3.0% | +2.0% | -5.0% | -4.9% |
| 3M | -4.7% | -0.3% | -4.4% | -4.8% |
| 6M | +2.7% | +7.3% | -4.6% | -4.3% |
| YTD | +26.5% | +15.0% | +11.6% | +10.1% |
| 1Y | +25.0% | +14.7% | +10.3% | +8.7% |
| 3Y | +85.4% | +67.3% | +18.1% | +12.9% |
| 5Y | +215.5% | +38.8% | +176.7% | +125.9% |
| 10Y | +161.3% | +201.6% | -40.2% | -19.7% |
| All | +161.3% | +202.1% | -40.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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