+212.9%
ETY vs VT
+222.7%
-9.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +2.6% | +2.9% | -0.3% | -0.2% |
| 30D | -3.9% | -2.5% | -1.4% | -1.6% |
| 3M | -5.7% | -3.3% | -2.3% | -2.6% |
| 6M | -4.7% | +1.5% | -6.2% | -6.3% |
| YTD | -5.0% | +11.4% | -16.4% | -14.7% |
| 1Y | -6.5% | +11.9% | -18.4% | -16.4% |
| 3Y | +53.3% | +73.9% | -20.6% | -10.5% |
| 5Y | +37.9% | +57.9% | -20.0% | -12.0% |
| All | +212.9% | +222.7% | -9.8% | +1.3% |
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