-82.4%
EBS vs VT
+53.4%
-135.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.2% |
| 7D | -11.0% | -2.3% | -8.7% | -7.6% |
| 30D | -14.3% | -5.0% | -9.3% | -5.9% |
| 3M | +14.1% | -4.9% | +19.0% | +24.6% |
| 6M | -33.4% | -1.5% | -31.9% | -32.8% |
| YTD | -51.0% | +8.5% | -59.5% | -59.3% |
| 1Y | -41.0% | +11.4% | -52.4% | -53.4% |
| 3Y | +157.9% | +70.1% | +87.8% | -0.6% |
| All | -82.4% | +53.4% | -135.9% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling