-51.4%
VG vs ETR
+41.4%
-92.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -22.0% | +0.4% | -22.4% | -22.2% |
| 30D | -11.6% | +7.5% | -19.2% | -15.0% |
| 3M | -14.9% | +4.4% | -19.3% | -17.0% |
| 6M | -3.5% | -1.5% | -2.0% | -3.2% |
| YTD | +70.0% | +21.8% | +48.2% | +34.0% |
| 1Y | +50.0% | +18.4% | +31.6% | +23.0% |
| All | -51.4% | +41.4% | -92.8% | -67.8% |
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