+332.3%
EC vs VT
+215.5%
+116.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.2% |
| 7D | -9.5% | -2.3% | -7.2% | -7.2% |
| 30D | -6.5% | -5.0% | -1.5% | -1.2% |
| 3M | -10.6% | -4.9% | -5.8% | -6.0% |
| 6M | +16.4% | -1.5% | +17.9% | +16.9% |
| YTD | +62.9% | +8.5% | +54.4% | +43.2% |
| 1Y | +68.8% | +11.4% | +57.4% | +43.2% |
| 3Y | +81.0% | +70.1% | +11.0% | -12.3% |
| 5Y | +99.0% | +53.7% | +45.2% | +9.0% |
| All | +332.3% | +215.5% | +116.8% | -12.5% |
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 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