-59.0%
EAF vs VT
+76.6%
-135.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -12.4% |
| 7D | -12.7% | -0.3% | -12.4% | -12.5% |
| 30D | +20.5% | -1.4% | +22.0% | +24.3% |
| 3M | +38.4% | -1.4% | +39.8% | +43.3% |
| 6M | +15.2% | +5.5% | +9.7% | +4.2% |
| YTD | -31.5% | +12.8% | -44.3% | -48.2% |
| 1Y | -11.7% | +15.4% | -27.1% | -35.9% |
| All | -59.0% | +76.6% | -135.5% | -88.9% |
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