+591.0%
ETR vs VIG
+614.0%
-23.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | +0.4% | -1.2% | +1.6% | +1.3% |
| 30D | +2.0% | -2.8% | +4.9% | +4.4% |
| 3M | -1.7% | +2.5% | -4.2% | -3.6% |
| 6M | +3.6% | +8.1% | -4.5% | -2.8% |
| YTD | +18.0% | +9.6% | +8.5% | +9.5% |
| 1Y | +26.2% | +14.2% | +12.1% | +13.3% |
| 3Y | +148.0% | +56.1% | +91.9% | +71.7% |
| 5Y | +126.1% | +62.8% | +63.2% | +49.9% |
| 10Y | +302.3% | +248.2% | +54.1% | +46.2% |
| All | +591.0% | +614.0% | -23.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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