-41.7%
EBS vs VT
+346.0%
-387.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | -11.0% | -2.3% | -8.7% | -9.1% |
| 30D | -14.3% | -5.0% | -9.3% | -9.8% |
| 3M | +14.1% | -4.9% | +19.0% | +19.8% |
| 6M | -33.4% | -1.5% | -31.9% | -32.7% |
| YTD | -51.0% | +8.5% | -59.5% | -54.9% |
| 1Y | -41.0% | +11.4% | -52.4% | -46.9% |
| 3Y | +157.9% | +70.1% | +87.8% | +65.0% |
| 5Y | -81.7% | +53.7% | -135.4% | -86.8% |
| 10Y | -76.1% | +220.0% | -296.0% | -89.9% |
| All | -41.7% | +346.0% | -387.7% | -78.7% |
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