-77.0%
EBS vs VT
+215.5%
-292.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.3% |
| 7D | -11.0% | -2.3% | -8.7% | -8.3% |
| 30D | -14.3% | -5.0% | -9.3% | -7.8% |
| 3M | +14.1% | -4.9% | +19.0% | +22.4% |
| 6M | -33.4% | -1.5% | -31.9% | -32.6% |
| YTD | -51.0% | +8.5% | -59.5% | -57.0% |
| 1Y | -41.0% | +11.4% | -52.4% | -50.0% |
| 3Y | +157.9% | +70.1% | +87.8% | +30.3% |
| 5Y | -81.7% | +53.7% | -135.4% | -89.3% |
| All | -77.0% | +215.5% | -292.5% | -93.9% |
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