+238.9%
ETHE vs VT
+150.7%
+88.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.6% |
| 7D | +3.0% | -0.1% | +3.1% | +3.3% |
| 30D | +31.3% | -0.7% | +32.0% | +33.1% |
| 3M | +48.4% | +4.0% | +44.4% | +36.7% |
| 6M | +20.6% | +12.3% | +8.3% | -4.9% |
| YTD | -17.5% | +14.0% | -31.5% | -36.1% |
| 1Y | -43.2% | +20.3% | -63.5% | -60.1% |
| 3Y | +90.7% | +75.4% | +15.2% | -34.8% |
| 5Y | -32.5% | +66.0% | -98.5% | -70.2% |
| All | +238.9% | +150.7% | +88.2% | -85.3% |
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