+221.8%
VT vs ETR
+378.9%
-157.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.4% | +1.2% | +1.2% | +2.0% |
| 30D | -1.5% | +7.0% | -8.5% | -3.7% |
| 3M | -4.1% | +4.6% | -8.7% | -5.6% |
| 6M | +0.6% | +0.1% | +0.4% | +0.2% |
| YTD | +11.0% | +23.2% | -12.1% | +2.7% |
| 1Y | +13.3% | +20.6% | -7.2% | +5.6% |
| 3Y | +73.4% | +156.3% | -82.9% | +20.8% |
| 5Y | +57.4% | +159.6% | -102.2% | +7.6% |
| All | +221.8% | +378.9% | -157.1% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling