+321.5%
EAT vs VT
+217.6%
+103.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.4% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | +0.7% | -3.1% | +3.7% | +5.4% |
| 3M | -14.2% | -3.5% | -10.7% | -9.8% |
| 6M | +40.7% | +0.5% | +40.3% | +37.6% |
| YTD | +36.0% | +10.8% | +25.2% | +14.0% |
| 1Y | +83.1% | +11.9% | +71.2% | +50.7% |
| 3Y | +474.8% | +73.0% | +401.8% | +133.8% |
| 5Y | +347.6% | +58.6% | +289.0% | +115.5% |
| 10Y | +321.5% | +219.2% | +102.3% | +4.4% |
| All | +321.5% | +217.6% | +103.9% | +4.4% |
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