+377.4%
VT vs ETR
+281.3%
+96.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.4% | +1.4% | -1.0% | -0.2% |
| 30D | +1.0% | +1.0% | 0.0% | +0.5% |
| 3M | +2.4% | -1.3% | +3.6% | +2.6% |
| 6M | +12.0% | +1.9% | +10.1% | +10.1% |
| YTD | +15.3% | +18.2% | -2.8% | +5.7% |
| 1Y | +22.6% | +24.7% | -2.1% | +9.4% |
| 3Y | +74.7% | +150.7% | -76.0% | +8.2% |
| 5Y | +66.1% | +127.0% | -60.9% | +5.8% |
| 10Y | +225.0% | +295.5% | -70.5% | +42.8% |
| All | +377.4% | +281.3% | +96.1% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling