+125.3%
ETJ vs VT
+223.7%
-98.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.1% |
| 7D | +1.0% | +0.4% | +0.7% | +0.8% |
| 30D | -3.3% | -2.6% | -0.8% | -1.3% |
| 3M | -5.3% | -3.2% | -2.0% | -2.8% |
| 6M | -2.5% | +0.9% | -3.4% | -3.5% |
| YTD | -3.3% | +11.3% | -14.6% | -11.6% |
| 1Y | -1.4% | +14.0% | -15.4% | -11.6% |
| 3Y | +35.8% | +75.8% | -40.1% | -14.9% |
| 5Y | +7.9% | +57.8% | -49.9% | -26.7% |
| 10Y | +125.3% | +219.8% | -94.5% | -17.6% |
| All | +125.3% | +223.7% | -98.4% | -17.6% |
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 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