+29.5%
EBUF vs VT
+47.6%
-18.0%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | +2.3% | -0.2% | +2.6% | +2.4% |
| 3M | +3.3% | +4.5% | -1.3% | +1.6% |
| 6M | +11.7% | +14.1% | -2.3% | +6.5% |
| YTD | +12.9% | +14.8% | -1.9% | +7.4% |
| 1Y | +16.0% | +21.2% | -5.2% | +8.3% |
| All | +29.5% | +47.6% | -18.0% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling