-78.9%
EBS vs VT
+223.7%
-302.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -3.1% |
| 7D | -5.3% | +0.4% | -5.6% | -6.3% |
| 30D | -13.6% | -2.6% | -11.0% | -10.4% |
| 3M | +26.0% | -3.2% | +29.3% | +31.9% |
| 6M | -35.8% | +0.9% | -36.7% | -37.4% |
| YTD | -50.6% | +11.3% | -62.0% | -58.4% |
| 1Y | -40.0% | +14.0% | -54.0% | -50.9% |
| 3Y | +183.7% | +75.8% | +107.9% | +36.7% |
| 5Y | -82.6% | +57.8% | -140.4% | -90.2% |
| 10Y | -78.9% | +219.8% | -298.7% | -94.3% |
| All | -78.9% | +223.7% | -302.6% | -94.3% |
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