-81.2%
EBS vs VT
+222.7%
-303.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.6% |
| 7D | +0.7% | +2.9% | -2.2% | -3.5% |
| 30D | -14.8% | -2.5% | -12.3% | -11.8% |
| 3M | +29.5% | -3.3% | +32.8% | +35.6% |
| 6M | -30.7% | +1.5% | -32.2% | -33.1% |
| YTD | -52.3% | +11.4% | -63.7% | -59.8% |
| 1Y | -45.5% | +11.9% | -57.4% | -54.2% |
| 3Y | +194.5% | +73.9% | +120.6% | +44.0% |
| 5Y | -84.1% | +57.9% | -141.9% | -91.0% |
| All | -81.2% | +222.7% | -303.9% | -95.3% |
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