+123.4%
ETD vs VT
+374.2%
-250.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | +9.1% | +0.4% | +8.6% | +8.6% |
| 30D | +9.0% | +1.0% | +8.1% | +7.9% |
| 3M | +26.5% | +2.4% | +24.2% | +22.9% |
| 6M | +18.2% | +12.0% | +6.2% | +4.2% |
| YTD | +19.5% | +15.3% | +4.1% | +2.1% |
| 1Y | -8.2% | +22.6% | -30.8% | -26.5% |
| 3Y | -0.3% | +74.7% | -75.0% | -44.6% |
| 5Y | +50.3% | +66.1% | -15.8% | -12.2% |
| 10Y | +43.8% | +225.0% | -181.2% | -59.2% |
| All | +123.4% | +374.2% | -250.8% | -54.7% |
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