-63.0%
EAF vs VT
+69.7%
-132.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.3% |
| 7D | -19.5% | -2.3% | -17.2% | -15.3% |
| 30D | +12.0% | -5.0% | +17.0% | +25.3% |
| 3M | +25.4% | -4.9% | +30.3% | +40.9% |
| 6M | +1.4% | -1.5% | +2.9% | +6.7% |
| YTD | -38.2% | +8.5% | -46.7% | -49.0% |
| 1Y | -20.4% | +11.4% | -31.7% | -37.3% |
| 3Y | -63.0% | +70.1% | -133.1% | -89.1% |
| All | -63.0% | +69.7% | -132.8% | -89.1% |
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