+42.7%
ETD vs VT
+215.5%
-172.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.3% |
| 7D | -1.4% | -2.3% | +0.9% | +0.8% |
| 30D | -3.3% | -5.0% | +1.6% | +1.3% |
| 3M | -0.1% | -4.9% | +4.7% | +4.5% |
| 6M | +16.9% | -1.5% | +18.5% | +17.8% |
| YTD | +6.6% | +8.5% | -1.9% | -2.6% |
| 1Y | +4.9% | +11.4% | -6.5% | -6.7% |
| 3Y | +5.4% | +70.1% | -64.6% | -37.7% |
| 5Y | +28.7% | +53.7% | -25.0% | -16.0% |
| All | +42.7% | +215.5% | -172.8% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling