+291.6%
ETR vs VFC
-70.4%
+361.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.1% |
| 7D | -1.9% | -3.3% | +1.4% | -1.5% |
| 30D | -0.2% | -14.0% | +13.8% | +1.8% |
| 3M | -3.7% | -22.6% | +18.8% | -0.7% |
| 6M | +2.1% | -24.7% | +26.8% | +5.2% |
| YTD | +16.5% | -29.0% | +45.4% | +20.6% |
| 1Y | +22.5% | -13.8% | +36.3% | +22.5% |
| 3Y | +144.7% | -28.2% | +172.9% | +132.6% |
| 5Y | +125.2% | -79.0% | +204.2% | +187.4% |
| All | +291.6% | -70.4% | +361.9% | +336.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling