+295.9%
ETR vs VT
+345.0%
-49.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | +1.0% |
| 7D | +0.3% | -4.2% | +4.5% | +2.8% |
| 30D | +6.8% | -5.8% | +12.6% | +10.6% |
| 3M | +3.8% | -5.2% | +9.1% | +7.1% |
| 6M | -5.5% | +0.1% | -5.6% | -6.0% |
| YTD | +21.5% | +8.2% | +13.3% | +15.0% |
| 1Y | +17.4% | +10.1% | +7.3% | +9.9% |
| 3Y | +147.7% | +69.7% | +78.0% | +76.1% |
| 5Y | +152.0% | +53.4% | +98.7% | +88.5% |
| 10Y | +353.4% | +219.2% | +134.2% | +115.0% |
| All | +295.9% | +345.0% | -49.1% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling