+120.8%
ETJ vs VT
+215.5%
-94.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -1.5% | -2.3% | +0.8% | +0.3% |
| 30D | -3.8% | -5.0% | +1.2% | +0.2% |
| 3M | -6.6% | -4.9% | -1.8% | -2.9% |
| 6M | -4.6% | -1.5% | -3.0% | -3.6% |
| YTD | -5.1% | +8.5% | -13.6% | -11.5% |
| 1Y | -4.0% | +11.4% | -15.4% | -12.3% |
| 3Y | +32.5% | +70.1% | -37.6% | -14.8% |
| 5Y | +5.9% | +53.7% | -47.9% | -26.6% |
| All | +120.8% | +215.5% | -94.8% | -17.9% |
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