+105.9%
ET vs VTEB
+26.0%
+79.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.6% |
| 30D | +5.3% | -2.1% | +7.4% | +5.2% |
| 3M | +15.6% | -2.7% | +18.3% | +15.5% |
| 6M | +20.6% | -2.1% | +22.7% | +20.5% |
| YTD | +38.5% | -1.1% | +39.7% | +38.4% |
| 1Y | +35.7% | +1.3% | +34.4% | +35.6% |
| 3Y | +98.4% | +9.0% | +89.4% | +98.3% |
| 5Y | +245.3% | +1.5% | +243.8% | +241.0% |
| 10Y | +173.7% | +18.5% | +155.2% | +251.9% |
| All | +105.9% | +26.0% | +79.9% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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