-46.6%
VG vs ETR
+43.2%
-89.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -3.6% | +7.7% | -11.3% | -7.2% |
| 3M | -4.0% | +5.7% | -9.7% | -6.8% |
| 6M | +9.4% | -0.3% | +9.7% | +9.1% |
| YTD | +86.6% | +23.4% | +63.3% | +46.2% |
| 1Y | +69.5% | +18.5% | +51.0% | +40.1% |
| All | -46.6% | +43.2% | -89.8% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling