+873.1%
ET vs VT
+345.0%
+528.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +2.2% |
| 7D | -8.1% | -4.2% | -3.9% | -4.7% |
| 30D | -7.5% | -5.8% | -1.7% | -2.7% |
| 3M | -4.1% | -5.2% | +1.2% | +0.2% |
| 6M | -2.7% | +0.1% | -2.8% | -4.0% |
| YTD | +22.6% | +8.2% | +14.4% | +11.9% |
| 1Y | +22.0% | +10.1% | +11.9% | +9.4% |
| 3Y | +72.8% | +69.7% | +3.1% | +3.8% |
| 5Y | +201.4% | +53.4% | +148.1% | +96.8% |
| 10Y | +211.8% | +219.2% | -7.4% | +9.4% |
| All | +873.1% | +345.0% | +528.1% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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