+296.9%
ETR vs VFC
-69.9%
+366.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | +0.4% | -2.3% | +2.7% | +0.7% |
| 30D | +2.0% | -13.4% | +15.4% | +4.0% |
| 3M | -1.7% | -23.7% | +22.0% | +1.6% |
| 6M | +3.6% | -24.5% | +28.0% | +6.7% |
| YTD | +18.0% | -27.8% | +45.9% | +22.0% |
| 1Y | +26.2% | -13.5% | +39.7% | +26.1% |
| 3Y | +148.0% | -27.1% | +175.1% | +135.2% |
| 5Y | +126.1% | -79.0% | +205.1% | +189.3% |
| All | +296.9% | -69.9% | +366.8% | +341.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling