+73.4%
VT vs ETR
+155.2%
-81.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.4% | +1.2% | +1.2% | +2.2% |
| 30D | -1.5% | +7.0% | -8.5% | -2.5% |
| 3M | -4.1% | +4.6% | -8.7% | -4.8% |
| 6M | +0.6% | +0.1% | +0.4% | +0.4% |
| YTD | +11.0% | +23.2% | -12.1% | +6.8% |
| 1Y | +13.3% | +20.6% | -7.2% | +9.4% |
| 3Y | +73.4% | +156.3% | -82.9% | +49.3% |
| All | +73.4% | +155.2% | -81.8% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling