+372.7%
ETR vs VMC
+125.2%
+247.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +1.2% | -1.3% | +2.4% | +1.5% |
| 30D | +7.0% | +15.5% | -8.4% | +3.2% |
| 3M | +4.6% | +0.6% | +4.0% | +4.2% |
| 6M | +0.1% | +2.1% | -1.9% | -0.9% |
| YTD | +23.2% | -1.6% | +24.7% | +22.5% |
| 1Y | +20.6% | -1.2% | +21.8% | +19.8% |
| 3Y | +156.3% | +35.3% | +120.9% | +132.7% |
| 5Y | +159.6% | +43.6% | +116.0% | +128.7% |
| All | +372.7% | +125.2% | +247.5% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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