+207.9%
ETY vs VT
+217.6%
-9.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.3% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -4.1% | -3.1% | -1.1% | -1.2% |
| 3M | -5.1% | -3.5% | -1.6% | -1.8% |
| 6M | -5.3% | +0.5% | -5.8% | -6.0% |
| YTD | -4.9% | +10.8% | -15.7% | -14.2% |
| 1Y | -5.8% | +11.9% | -17.7% | -15.8% |
| 3Y | +53.5% | +73.0% | -19.4% | -9.9% |
| 5Y | +39.0% | +58.6% | -19.6% | -11.7% |
| 10Y | +207.9% | +219.2% | -11.3% | +0.3% |
| All | +207.9% | +217.6% | -9.7% | +0.3% |
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 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