+222.3%
VT vs ET
+163.5%
+58.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -0.2% | +6.9% | -7.1% | -1.9% |
| 3M | +4.5% | +13.1% | -8.5% | +1.3% |
| 6M | +14.1% | +18.7% | -4.7% | +9.0% |
| YTD | +14.8% | +37.4% | -22.7% | +5.7% |
| 1Y | +21.2% | +34.8% | -13.6% | +12.1% |
| 3Y | +76.6% | +96.8% | -20.2% | +48.1% |
| 5Y | +66.6% | +238.2% | -171.6% | +22.3% |
| 10Y | +222.3% | +159.4% | +62.8% | +146.4% |
| All | +222.3% | +163.5% | +58.8% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling