+140.6%
EBF vs VT
+223.7%
-83.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -5.2% | -2.6% | -2.6% | -3.6% |
| 3M | -4.8% | -3.2% | -1.6% | -3.0% |
| 6M | +3.9% | +0.9% | +3.0% | +2.6% |
| YTD | +22.3% | +11.3% | +11.0% | +12.6% |
| 1Y | +29.8% | +14.0% | +15.8% | +17.5% |
| 3Y | +28.8% | +75.8% | -47.0% | -14.3% |
| 5Y | +51.3% | +57.8% | -6.5% | +7.6% |
| 10Y | +140.6% | +219.8% | -79.2% | +2.2% |
| All | +140.6% | +223.7% | -83.0% | +2.2% |
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