+358.6%
VT vs ET
+893.1%
-534.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -0.1% | -1.9% | +1.7% | +0.3% |
| 30D | -3.1% | -3.1% | 0.0% | -2.4% |
| 3M | -3.5% | -3.9% | +0.4% | -2.8% |
| 6M | +0.5% | +4.0% | -3.5% | -0.8% |
| YTD | +10.8% | +26.4% | -15.6% | +4.4% |
| 1Y | +11.9% | +24.9% | -13.0% | +5.7% |
| 3Y | +73.0% | +85.2% | -12.2% | +48.4% |
| 5Y | +58.6% | +218.3% | -159.7% | +19.5% |
| 10Y | +219.2% | +172.0% | +47.2% | +131.4% |
| All | +358.6% | +893.1% | -534.5% | +24.9% |
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