+820.2%
ETR vs VO
+825.5%
-5.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.5% |
| 7D | +1.5% | +2.9% | -1.4% | -0.3% |
| 30D | +6.6% | +1.0% | +5.6% | +5.9% |
| 3M | +4.4% | -1.7% | +6.1% | +5.4% |
| 6M | -0.3% | +6.7% | -7.0% | -4.2% |
| YTD | +23.3% | +14.0% | +9.3% | +13.7% |
| 1Y | +18.9% | +13.7% | +5.2% | +9.7% |
| 3Y | +155.5% | +65.8% | +89.6% | +86.9% |
| 5Y | +159.9% | +36.6% | +123.3% | +110.2% |
| 10Y | +377.6% | +198.9% | +178.7% | +139.3% |
| All | +820.2% | +825.5% | -5.3% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling