+160.5%
ETR vs VT
+53.4%
+107.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.4% | -2.3% | +2.7% | +1.4% |
| 30D | +7.5% | -5.0% | +12.5% | +10.0% |
| 3M | +4.4% | -4.9% | +9.3% | +6.7% |
| 6M | -1.5% | -1.5% | 0.0% | -1.2% |
| YTD | +21.8% | +8.5% | +13.3% | +16.5% |
| 1Y | +18.4% | +11.4% | +7.0% | +11.8% |
| 3Y | +148.5% | +70.1% | +78.4% | +87.5% |
| All | +160.5% | +53.4% | +107.1% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling