+53.4%
VT vs ETR
+152.2%
-98.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -5.0% | +7.5% | -12.5% | -6.6% |
| 3M | -4.9% | +4.4% | -9.3% | -5.9% |
| 6M | -1.5% | -1.5% | 0.0% | -1.4% |
| YTD | +8.5% | +21.8% | -13.3% | +2.6% |
| 1Y | +11.4% | +18.4% | -7.0% | +6.0% |
| 3Y | +70.1% | +148.5% | -78.4% | +29.4% |
| All | +53.4% | +152.2% | -98.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling