-84.7%
EBS vs VT
+57.0%
-141.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.2% |
| 7D | -4.5% | +2.4% | -6.8% | -8.7% |
| 30D | -16.2% | -1.5% | -14.7% | -14.2% |
| 3M | +29.0% | -4.1% | +33.1% | +38.8% |
| 6M | -30.5% | +0.6% | -31.0% | -32.6% |
| YTD | -53.2% | +11.0% | -64.2% | -62.9% |
| 1Y | -43.9% | +13.3% | -57.2% | -57.2% |
| 3Y | +218.1% | +73.4% | +144.7% | +18.1% |
| All | -84.7% | +57.0% | -141.8% | -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 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