+41.6%
EDC vs VT
+224.5%
-182.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +6.9% | +0.4% | +6.5% | +5.5% |
| 30D | +12.3% | +1.0% | +11.3% | +9.5% |
| 3M | -10.3% | +2.4% | -12.7% | -11.1% |
| 6M | +31.0% | +12.0% | +19.0% | +5.6% |
| YTD | +57.6% | +15.3% | +42.3% | +19.1% |
| 1Y | +105.9% | +22.6% | +83.3% | +32.6% |
| 3Y | +214.5% | +74.7% | +139.8% | -20.4% |
| 5Y | +1.2% | +66.1% | -65.0% | -65.9% |
| All | +41.6% | +224.5% | -182.9% | -91.6% |
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