-43.4%
EBS vs VT
+357.8%
-401.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.9% |
| 7D | +0.7% | +2.9% | -2.2% | -2.2% |
| 30D | -14.8% | -2.5% | -12.3% | -12.7% |
| 3M | +29.5% | -3.3% | +32.8% | +33.7% |
| 6M | -30.7% | +1.5% | -32.2% | -32.1% |
| YTD | -52.3% | +11.4% | -63.7% | -57.3% |
| 1Y | -45.5% | +11.9% | -57.4% | -51.3% |
| 3Y | +194.5% | +73.9% | +120.6% | +84.3% |
| 5Y | -84.1% | +57.9% | -141.9% | -88.8% |
| 10Y | -80.9% | +222.6% | -303.6% | -92.1% |
| All | -43.4% | +357.8% | -401.2% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling