+140.1%
ETV vs VT
+223.7%
-83.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +0.3% |
| 7D | +0.8% | +0.4% | +0.5% | +0.5% |
| 30D | -4.2% | -2.6% | -1.6% | -2.0% |
| 3M | -2.5% | -3.2% | +0.7% | +0.3% |
| 6M | +2.4% | +0.9% | +1.4% | +1.3% |
| YTD | +7.5% | +11.3% | -3.8% | -2.7% |
| 1Y | +10.5% | +14.0% | -3.5% | -2.1% |
| 3Y | +56.6% | +75.8% | -19.2% | -6.4% |
| 5Y | +34.1% | +57.8% | -23.7% | -12.0% |
| 10Y | +140.1% | +219.8% | -79.7% | -15.0% |
| All | +140.1% | +223.7% | -83.6% | -15.0% |
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