+351.7%
EC vs VT
+224.5%
+127.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.5% | +0.4% | +4.1% | +3.9% |
| 30D | +5.2% | +1.0% | +4.3% | +3.8% |
| 3M | +10.3% | +2.4% | +7.9% | +6.5% |
| 6M | +56.2% | +12.0% | +44.2% | +33.3% |
| YTD | +80.7% | +15.3% | +65.4% | +48.7% |
| 1Y | +100.3% | +22.6% | +77.7% | +52.0% |
| 3Y | +121.4% | +74.7% | +46.8% | +4.7% |
| 5Y | +137.6% | +66.1% | +71.5% | +18.3% |
| All | +351.7% | +224.5% | +127.2% | -10.6% |
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