+76.0%
VUG vs ETR
+122.8%
-46.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -1.7% | +2.0% | -3.7% | -2.1% |
| 3M | +2.8% | -1.7% | +4.5% | +3.0% |
| 6M | +13.6% | +3.6% | +10.0% | +12.2% |
| YTD | +8.1% | +18.0% | -10.0% | +3.5% |
| 1Y | +13.1% | +26.2% | -13.2% | +6.6% |
| 3Y | +87.0% | +148.0% | -61.0% | +46.5% |
| 5Y | +76.0% | +126.1% | -50.1% | +42.6% |
| All | +76.0% | +122.8% | -46.8% | +42.6% |
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 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