+392.0%
EAT vs VT
+214.8%
+177.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | +2.7% |
| 7D | -3.3% | -4.2% | +0.9% | +3.2% |
| 30D | +11.7% | -5.8% | +17.5% | +22.3% |
| 3M | -5.9% | -5.2% | -0.6% | +1.9% |
| 6M | +46.7% | +0.1% | +46.6% | +44.2% |
| YTD | +48.2% | +8.2% | +39.9% | +28.9% |
| 1Y | +105.4% | +10.1% | +95.3% | +73.6% |
| 3Y | +502.8% | +69.7% | +433.1% | +152.8% |
| 5Y | +376.3% | +53.4% | +322.9% | +142.2% |
| All | +392.0% | +214.8% | +177.2% | +28.8% |
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 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