+414.1%
ETV vs VT
+346.0%
+68.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -2.6% | -2.3% | -0.3% | -0.8% |
| 30D | -5.0% | -5.0% | -0.1% | -1.1% |
| 3M | -4.2% | -4.9% | +0.7% | -0.4% |
| 6M | -0.3% | -1.5% | +1.2% | +0.7% |
| YTD | +4.7% | +8.5% | -3.8% | -2.1% |
| 1Y | +6.5% | +11.4% | -4.9% | -2.5% |
| 3Y | +50.7% | +70.1% | -19.4% | -1.5% |
| 5Y | +30.4% | +53.7% | -23.3% | -8.0% |
| 10Y | +140.4% | +220.0% | -79.6% | -3.9% |
| All | +414.1% | +346.0% | +68.1% | +49.3% |
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