+453.2%
ETV vs VT
+374.2%
+79.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.0% | +0.4% | -1.5% | -1.4% |
| 30D | +3.3% | +1.0% | +2.3% | +2.5% |
| 3M | +4.7% | +2.4% | +2.4% | +2.7% |
| 6M | +9.0% | +12.0% | -3.0% | -0.6% |
| YTD | +12.7% | +15.3% | -2.6% | +0.3% |
| 1Y | +18.4% | +22.6% | -4.1% | +0.4% |
| 3Y | +55.5% | +74.7% | -19.2% | -0.5% |
| 5Y | +42.8% | +66.1% | -23.4% | -5.3% |
| 10Y | +145.7% | +225.0% | -79.3% | -3.3% |
| All | +453.2% | +374.2% | +79.0% | +53.0% |
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 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