-40.3%
EBS vs VT
+374.2%
-414.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.1% | +0.4% | +4.6% | +4.5% |
| 30D | -17.6% | +1.0% | -18.6% | -18.5% |
| 3M | -26.4% | +2.4% | -28.8% | -28.5% |
| 6M | -29.2% | +12.0% | -41.2% | -37.0% |
| YTD | -49.8% | +15.3% | -65.1% | -56.5% |
| 1Y | -18.6% | +22.6% | -41.2% | -33.4% |
| 3Y | +22.2% | +74.7% | -52.4% | -23.6% |
| 5Y | -90.2% | +66.1% | -156.3% | -93.4% |
| 10Y | -76.9% | +225.0% | -301.9% | -90.5% |
| All | -40.3% | +374.2% | -414.5% | -79.5% |
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