+367.8%
ETO vs VT
+346.0%
+21.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +1.8% |
| 30D | -2.5% | -5.0% | +2.5% | +2.4% |
| 3M | -4.7% | -4.9% | +0.2% | 0.0% |
| 6M | +0.2% | -1.5% | +1.7% | +1.6% |
| YTD | +2.8% | +8.5% | -5.7% | -5.1% |
| 1Y | +11.8% | +11.4% | +0.5% | +0.6% |
| 3Y | +73.8% | +70.1% | +3.7% | +3.6% |
| 5Y | +30.4% | +53.7% | -23.3% | -13.9% |
| 10Y | +229.8% | +220.0% | +9.9% | +10.0% |
| All | +367.8% | +346.0% | +21.8% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling