+377.9%
EAT vs VT
+215.5%
+162.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.2% |
| 7D | -2.6% | -2.3% | -0.3% | +0.9% |
| 30D | +11.5% | -5.0% | +16.4% | +20.4% |
| 3M | -9.1% | -4.9% | -4.2% | -2.2% |
| 6M | +40.4% | -1.5% | +42.0% | +41.7% |
| YTD | +43.9% | +8.5% | +35.4% | +24.7% |
| 1Y | +101.9% | +11.4% | +90.6% | +67.6% |
| 3Y | +489.9% | +70.1% | +419.8% | +146.4% |
| 5Y | +362.6% | +53.7% | +308.9% | +134.5% |
| All | +377.9% | +215.5% | +162.3% | +24.7% |
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 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