+147.5%
EC vs VT
+455.2%
-307.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -4.3% | -1.6% | -2.7% | -2.8% |
| 30D | -0.4% | -2.5% | +2.1% | +2.0% |
| 3M | -0.4% | -1.3% | +0.9% | +0.4% |
| 6M | +18.8% | +3.1% | +15.7% | +14.2% |
| YTD | +73.3% | +10.9% | +62.3% | +53.6% |
| 1Y | +83.9% | +12.1% | +71.9% | +61.1% |
| 3Y | +89.3% | +73.9% | +15.4% | +6.8% |
| 5Y | +110.5% | +58.0% | +52.5% | +29.3% |
| 10Y | +374.5% | +225.5% | +149.1% | +62.0% |
| All | +147.5% | +455.2% | -307.7% | -35.8% |
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