+140.7%
EBF vs VT
+217.6%
-76.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.0% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -4.5% | -3.1% | -1.5% | -2.7% |
| 3M | -3.2% | -3.5% | +0.3% | -1.2% |
| 6M | +4.6% | +0.5% | +4.1% | +3.6% |
| YTD | +23.1% | +10.8% | +12.3% | +13.7% |
| 1Y | +30.3% | +11.9% | +18.4% | +19.4% |
| 3Y | +29.0% | +73.0% | -44.0% | -13.3% |
| 5Y | +51.7% | +58.6% | -6.9% | +7.4% |
| 10Y | +140.7% | +219.2% | -78.5% | +2.8% |
| All | +140.7% | +217.6% | -76.9% | +2.8% |
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