+4,504.5%
ETR vs VMC
+3,457.0%
+1,047.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +1.2% | -1.3% | +2.4% | +1.4% |
| 30D | +7.0% | +15.5% | -8.4% | +4.1% |
| 3M | +4.6% | +0.6% | +4.0% | +4.3% |
| 6M | +0.1% | +2.1% | -1.9% | -0.6% |
| YTD | +23.2% | -1.6% | +24.7% | +22.8% |
| 1Y | +20.6% | -1.2% | +21.8% | +20.1% |
| 3Y | +156.3% | +35.3% | +120.9% | +139.1% |
| 5Y | +159.6% | +43.6% | +116.0% | +137.4% |
| 10Y | +377.1% | +126.7% | +250.3% | +289.0% |
| All | +4,504.5% | +3,457.0% | +1,047.4% | +2,481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling