+18.2%
ETD vs VT
+224.4%
-206.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.7% |
| 7D | -14.1% | -0.7% | -13.4% | -13.6% |
| 30D | -9.6% | -1.7% | -7.9% | -8.2% |
| 3M | -9.3% | -2.3% | -7.0% | -7.4% |
| 6M | +11.7% | +1.5% | +10.2% | +9.4% |
| YTD | -2.5% | +12.0% | -14.5% | -13.6% |
| 1Y | -3.7% | +12.9% | -16.5% | -15.3% |
| 3Y | -1.1% | +74.9% | -76.1% | -43.1% |
| 5Y | +17.6% | +59.9% | -42.3% | -26.0% |
| 10Y | +18.2% | +224.6% | -206.4% | -63.9% |
| All | +18.2% | +224.4% | -206.1% | -63.9% |
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