+455.5%
V vs ETR
+369.0%
+86.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.8% | +2.6% | -1.8% | -0.2% |
| 30D | +9.9% | +8.7% | +1.3% | +6.5% |
| 3M | +17.5% | +6.4% | +11.1% | +14.6% |
| 6M | +33.5% | +0.7% | +32.8% | +32.6% |
| YTD | +21.6% | +23.0% | -1.5% | +10.6% |
| 1Y | +27.6% | +17.9% | +9.7% | +18.1% |
| 3Y | +76.4% | +154.9% | -78.5% | +14.9% |
| 5Y | +103.8% | +157.3% | -53.4% | +29.2% |
| 10Y | +455.5% | +373.4% | +82.1% | +211.0% |
| All | +455.5% | +369.0% | +86.5% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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