-49.4%
VG vs ETR
+42.9%
-92.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -7.7% | +2.6% | -10.3% | -8.9% |
| 30D | -8.8% | +8.7% | -17.5% | -12.7% |
| 3M | -15.6% | +6.4% | -22.0% | -18.4% |
| 6M | +5.2% | +0.7% | +4.5% | +4.1% |
| YTD | +76.9% | +23.0% | +53.9% | +38.8% |
| 1Y | +42.5% | +17.9% | +24.6% | +18.3% |
| All | -49.4% | +42.9% | -92.3% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling