+2,723.0%
VRT vs ET
+141.3%
+2,581.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.2% |
| 7D | +9.1% | +0.9% | +8.2% | +8.7% |
| 30D | +0.9% | +7.5% | -6.5% | -2.4% |
| 3M | -13.4% | +11.4% | -24.8% | -17.9% |
| 6M | +11.7% | +18.5% | -6.8% | +2.4% |
| YTD | +73.2% | +37.4% | +35.9% | +47.9% |
| 1Y | +123.4% | +30.9% | +92.5% | +95.1% |
| 3Y | +606.2% | +98.7% | +507.4% | +440.2% |
| 5Y | +899.9% | +230.7% | +669.2% | +540.3% |
| All | +2,723.0% | +141.3% | +2,581.8% | +1,343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling