-91.7%
EAF vs VT
+149.8%
-241.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -11.6% |
| 7D | -12.7% | -0.3% | -12.4% | -12.6% |
| 30D | +20.5% | -1.4% | +22.0% | +23.4% |
| 3M | +38.4% | -1.4% | +39.8% | +42.2% |
| 6M | +15.2% | +5.5% | +9.7% | +7.1% |
| YTD | -31.5% | +12.8% | -44.3% | -43.9% |
| 1Y | -11.7% | +15.4% | -27.1% | -29.6% |
| 3Y | -64.3% | +76.9% | -141.2% | -84.2% |
| 5Y | -90.4% | +60.4% | -150.8% | -95.0% |
| All | -91.7% | +149.8% | -241.6% | -97.8% |
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