+621.0%
ETR vs VIG
+655.8%
-34.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.2% | +3.5% | -2.3% | -1.6% |
| 30D | +7.0% | +4.9% | +2.1% | +3.0% |
| 3M | +4.6% | +2.5% | +2.1% | +2.5% |
| 6M | +0.1% | +11.0% | -10.9% | -8.0% |
| YTD | +23.2% | +16.0% | +7.2% | +9.2% |
| 1Y | +20.6% | +17.5% | +3.0% | +5.7% |
| 3Y | +156.3% | +67.0% | +89.3% | +68.0% |
| 5Y | +159.6% | +64.8% | +94.9% | +70.9% |
| 10Y | +377.1% | +263.6% | +113.5% | +67.4% |
| All | +621.0% | +655.8% | -34.8% | +46.4% |
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