+204.0%
ETY vs VT
+221.4%
-17.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | +0.8% | +1.0% | -0.2% | -0.2% |
| 30D | -0.8% | -0.2% | -0.6% | -0.6% |
| 3M | +1.8% | +4.5% | -2.7% | -2.5% |
| 6M | +3.2% | +14.1% | -10.8% | -9.3% |
| YTD | -0.7% | +14.8% | -15.5% | -13.4% |
| 1Y | -2.4% | +21.2% | -23.6% | -19.2% |
| 3Y | +52.6% | +76.6% | -24.0% | -12.2% |
| 5Y | +49.4% | +66.6% | -17.2% | -9.5% |
| 10Y | +204.0% | +222.3% | -18.3% | -3.9% |
| All | +204.0% | +221.4% | -17.4% | -3.9% |
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