+32.9%
EAD vs VT
+74.0%
-41.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.6% | +2.4% | -3.0% | -1.7% |
| 30D | +2.6% | -1.5% | +4.1% | +3.2% |
| 3M | -3.8% | -4.1% | +0.3% | -2.0% |
| 6M | -3.7% | +0.6% | -4.2% | -4.1% |
| YTD | -3.4% | +11.0% | -14.5% | -8.4% |
| 1Y | -3.1% | +13.3% | -16.5% | -8.9% |
| 3Y | +32.9% | +73.4% | -40.5% | -2.1% |
| All | +32.9% | +74.0% | -41.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling