-95.2%
EAF vs VT
+155.4%
-250.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -16.3% | +0.4% | -16.8% | -17.1% |
| 30D | -19.2% | +1.0% | -20.1% | -20.3% |
| 3M | -35.5% | +2.4% | -37.9% | -37.6% |
| 6M | -8.1% | +12.0% | -20.2% | -22.2% |
| YTD | -60.0% | +15.3% | -75.4% | -68.5% |
| 1Y | -32.9% | +22.6% | -55.5% | -51.5% |
| 3Y | -82.7% | +74.7% | -157.4% | -92.2% |
| 5Y | -94.3% | +66.1% | -160.4% | -97.2% |
| All | -95.2% | +155.4% | -250.5% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling