+259.3%
EBF vs VT
+346.0%
-86.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.6% |
| 7D | -2.5% | -2.3% | -0.2% | -0.5% |
| 30D | -6.2% | -5.0% | -1.3% | -1.9% |
| 3M | -5.0% | -4.9% | -0.1% | -0.9% |
| 6M | +4.9% | -1.5% | +6.4% | +5.3% |
| YTD | +21.5% | +8.5% | +13.1% | +10.7% |
| 1Y | +29.2% | +11.4% | +17.9% | +14.6% |
| 3Y | +25.5% | +70.1% | -44.6% | -27.0% |
| 5Y | +50.4% | +53.7% | -3.4% | -5.9% |
| 10Y | +156.4% | +220.0% | -63.6% | -28.8% |
| All | +259.3% | +346.0% | -86.7% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling