+105.6%
ETD vs VT
+345.0%
-239.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +1.0% |
| 7D | +2.6% | -4.2% | +6.7% | +7.1% |
| 30D | -1.8% | -5.8% | +4.0% | +4.3% |
| 3M | +0.4% | -5.2% | +5.6% | +5.8% |
| 6M | +22.0% | +0.1% | +21.9% | +20.9% |
| YTD | +10.0% | +8.2% | +1.7% | 0.0% |
| 1Y | +5.8% | +10.1% | -4.3% | -5.5% |
| 3Y | +6.7% | +69.7% | -62.9% | -39.0% |
| 5Y | +32.7% | +53.4% | -20.6% | -15.9% |
| 10Y | +48.4% | +219.2% | -170.8% | -57.3% |
| All | +105.6% | +345.0% | -239.4% | -55.6% |
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