+17.6%
ETD vs VT
+59.8%
-42.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.8% |
| 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% | -43.4% |
| 5Y | +17.6% | +59.9% | -42.3% | -25.0% |
| All | +17.6% | +59.8% | -42.1% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling