-0.1%
ETX vs VT
+53.4%
-53.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | +1.4% | -5.0% | +6.3% | +2.1% |
| 3M | -2.4% | -4.9% | +2.5% | -1.7% |
| 6M | -4.9% | -1.5% | -3.3% | -4.7% |
| YTD | -1.8% | +8.5% | -10.3% | -3.1% |
| 1Y | -3.6% | +11.4% | -14.9% | -5.2% |
| 3Y | +19.5% | +70.1% | -50.5% | +9.3% |
| All | -0.1% | +53.4% | -53.5% | -8.5% |
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