+128.9%
ETR vs VO
+43.4%
+85.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | +1.9% | -1.1% | +2.9% | +2.4% |
| 3M | +1.0% | +4.5% | -3.6% | -1.3% |
| 6M | +4.8% | +11.1% | -6.2% | -0.7% |
| YTD | +19.5% | +13.5% | +6.0% | +11.9% |
| 1Y | +28.1% | +14.5% | +13.6% | +19.5% |
| 3Y | +151.1% | +58.1% | +93.0% | +99.3% |
| All | +128.9% | +43.4% | +85.5% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling