+366.9%
ETR vs VT
+223.7%
+143.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.5% |
| 7D | +1.7% | +0.4% | +1.4% | +1.5% |
| 30D | +8.7% | -2.6% | +11.3% | +10.5% |
| 3M | +4.9% | -3.2% | +8.2% | +7.0% |
| 6M | +0.8% | +0.9% | -0.2% | -0.3% |
| YTD | +23.1% | +11.3% | +11.8% | +13.8% |
| 1Y | +17.9% | +14.0% | +3.9% | +7.2% |
| 3Y | +154.5% | +75.8% | +78.7% | +69.1% |
| 5Y | +160.3% | +57.8% | +102.4% | +84.8% |
| 10Y | +366.9% | +219.8% | +147.1% | +87.5% |
| All | +366.9% | +223.7% | +143.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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