+1,250.4%
VUG vs ETR
+790.6%
+459.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.1% | +1.4% | -1.5% | -0.7% |
| 30D | -0.3% | +1.0% | -1.3% | -0.8% |
| 3M | -0.7% | -1.3% | +0.6% | -0.5% |
| 6M | +14.6% | +1.9% | +12.7% | +12.8% |
| YTD | +9.0% | +18.2% | -9.1% | +0.8% |
| 1Y | +14.9% | +24.7% | -9.8% | +3.6% |
| 3Y | +86.0% | +150.7% | -64.6% | +21.4% |
| 5Y | +76.7% | +127.0% | -50.3% | +18.5% |
| 10Y | +411.3% | +295.5% | +115.8% | +154.0% |
| All | +1,250.4% | +790.6% | +459.9% | +379.5% |
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