+547.1%
ED vs VT
+345.0%
+202.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +2.4% |
| 7D | +5.2% | -4.2% | +9.3% | +6.7% |
| 30D | +15.5% | -5.8% | +21.3% | +17.9% |
| 3M | +13.0% | -5.2% | +18.3% | +15.1% |
| 6M | +13.1% | +0.1% | +13.0% | +12.5% |
| YTD | +25.3% | +8.2% | +17.0% | +20.7% |
| 1Y | +30.5% | +10.1% | +20.4% | +24.8% |
| 3Y | +49.3% | +69.7% | -20.3% | +18.7% |
| 5Y | +84.6% | +53.4% | +31.2% | +51.4% |
| 10Y | +135.4% | +219.2% | -83.8% | +40.2% |
| All | +547.1% | +345.0% | +202.1% | +199.6% |
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 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