+203.4%
ET vs VO
+36.2%
+167.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.9% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -4.8% | +0.5% | -5.3% | -5.2% |
| 3M | -3.4% | -1.0% | -2.4% | -3.0% |
| 6M | +2.2% | +6.4% | -4.2% | -2.5% |
| YTD | +24.2% | +13.6% | +10.6% | +12.7% |
| 1Y | +24.5% | +14.5% | +10.0% | +12.2% |
| 3Y | +83.6% | +67.2% | +16.4% | +26.9% |
| 5Y | +203.4% | +36.1% | +167.3% | +133.6% |
| All | +203.4% | +36.2% | +167.2% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling