+4,316.7%
ETR vs VFC
+845.1%
+3,471.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.8% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +1.0% | -11.6% | +12.6% | +2.8% |
| 3M | -1.3% | -18.1% | +16.8% | +1.3% |
| 6M | +1.9% | -27.4% | +29.2% | +6.0% |
| YTD | +18.2% | -24.8% | +43.0% | +21.8% |
| 1Y | +24.7% | -8.2% | +32.9% | +23.6% |
| 3Y | +150.7% | -29.1% | +179.8% | +139.9% |
| 5Y | +127.0% | -79.2% | +206.2% | +167.7% |
| 10Y | +295.5% | -68.1% | +363.6% | +316.0% |
| All | +4,316.7% | +845.1% | +3,471.6% | +2,907.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling