+127.7%
ETJ vs VT
+222.7%
-95.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | +2.1% | +2.9% | -0.8% | -0.2% |
| 30D | -4.1% | -2.5% | -1.6% | -2.2% |
| 3M | -6.4% | -3.3% | -3.1% | -3.9% |
| 6M | -2.8% | +1.5% | -4.4% | -4.2% |
| YTD | -4.7% | +11.4% | -16.1% | -12.9% |
| 1Y | -4.4% | +11.9% | -16.3% | -13.0% |
| 3Y | +31.6% | +73.9% | -42.3% | -16.8% |
| 5Y | +5.4% | +57.9% | -52.5% | -28.4% |
| All | +127.7% | +222.7% | -95.0% | -16.7% |
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