-51.4%
VG vs ET
+3.0%
-54.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.6% |
| 7D | -22.0% | -7.9% | -14.2% | -8.7% |
| 30D | -11.6% | -5.9% | -5.7% | -0.2% |
| 3M | -14.9% | -5.2% | -9.6% | -4.9% |
| 6M | -3.5% | +0.3% | -3.8% | -1.1% |
| YTD | +70.0% | +23.1% | +46.9% | +25.0% |
| 1Y | +50.0% | +22.7% | +27.2% | +11.0% |
| All | -51.4% | +3.0% | -54.3% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling