-91.7%
EAF vs VT
+146.5%
-238.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +6.7% |
| 7D | -6.3% | +0.4% | -6.6% | -6.4% |
| 30D | +16.6% | -2.6% | +19.2% | +22.4% |
| 3M | +30.6% | -3.2% | +33.9% | +39.2% |
| 6M | +14.3% | +0.9% | +13.4% | +14.7% |
| YTD | -31.5% | +11.3% | -42.8% | -42.3% |
| 1Y | -17.6% | +14.0% | -31.6% | -32.5% |
| 3Y | -55.0% | +75.8% | -130.8% | -79.7% |
| 5Y | -91.4% | +57.8% | -149.2% | -95.4% |
| All | -91.7% | +146.5% | -238.2% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling