+929.6%
ETON vs VT
+160.2%
+769.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.6% | +11.4% | +11.7% |
| 7D | +26.6% | +0.4% | +26.3% | +26.7% |
| 30D | +16.6% | -2.6% | +19.2% | +19.6% |
| 3M | +44.3% | -3.2% | +47.5% | +48.8% |
| 6M | +117.0% | +0.9% | +116.1% | +114.4% |
| YTD | +280.5% | +11.3% | +269.2% | +242.8% |
| 1Y | +280.8% | +14.0% | +266.8% | +235.7% |
| 3Y | +1,320.5% | +75.8% | +1,244.7% | +752.3% |
| 5Y | +1,149.5% | +57.8% | +1,091.7% | +726.1% |
| All | +929.6% | +160.2% | +769.4% | +380.1% |
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