+66.4%
VUG vs ETR
+158.0%
-91.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -7.0% | +7.7% | -14.7% | -8.4% |
| 3M | -3.7% | +5.7% | -9.4% | -4.8% |
| 6M | -1.6% | -0.3% | -1.3% | -1.7% |
| YTD | +5.1% | +23.4% | -18.2% | -0.4% |
| 1Y | +3.8% | +18.5% | -14.7% | -0.8% |
| 3Y | +79.9% | +155.6% | -75.7% | +38.5% |
| 5Y | +66.4% | +158.7% | -92.3% | +30.3% |
| All | +66.4% | +158.0% | -91.6% | +30.3% |
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 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