+990.2%
ET vs VT
+374.2%
+616.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | +0.4% | +0.4% | +0.5% |
| 30D | +7.5% | +1.0% | +6.5% | +6.4% |
| 3M | +11.4% | +2.4% | +9.0% | +8.4% |
| 6M | +18.5% | +12.0% | +6.5% | +5.6% |
| YTD | +37.4% | +15.3% | +22.0% | +18.9% |
| 1Y | +30.9% | +22.6% | +8.4% | +6.9% |
| 3Y | +98.7% | +74.7% | +24.1% | +16.8% |
| 5Y | +230.7% | +66.1% | +164.6% | +101.6% |
| 10Y | +175.6% | +225.0% | -49.4% | -4.4% |
| All | +990.2% | +374.2% | +616.0% | +162.2% |
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