+66.6%
VT vs ET
+232.1%
-165.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.4% | +0.9% | -0.4% | +0.2% |
| 30D | +1.0% | +7.5% | -6.5% | -1.3% |
| 3M | +2.4% | +11.4% | -9.0% | -1.2% |
| 6M | +12.0% | +18.5% | -6.5% | +5.6% |
| YTD | +15.3% | +37.4% | -22.0% | +3.3% |
| 1Y | +22.6% | +30.9% | -8.4% | +11.5% |
| 3Y | +74.7% | +98.7% | -24.1% | +36.4% |
| All | +66.6% | +232.1% | -165.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling