+182.1%
ETHE vs VT
+143.5%
+38.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.3% |
| 7D | -10.1% | -0.1% | -10.0% | -10.1% |
| 30D | -17.0% | -3.1% | -14.0% | -11.6% |
| 3M | +9.3% | -3.5% | +12.8% | +17.6% |
| 6M | -11.7% | +0.5% | -12.1% | -12.2% |
| YTD | -31.4% | +10.8% | -42.1% | -43.6% |
| 1Y | -42.9% | +11.9% | -54.8% | -53.9% |
| 3Y | +9.2% | +73.0% | -63.8% | -61.4% |
| 5Y | -57.5% | +58.6% | -116.1% | -79.7% |
| All | +182.1% | +143.5% | +38.5% | -87.0% |
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 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