-2.2%
EDC vs VT
+10.5%
-12.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +5.5% |
| 7D | -9.9% | -2.3% | -7.6% | +1.7% |
| 30D | -34.1% | -5.0% | -29.1% | -14.4% |
| 3M | -29.3% | -4.9% | -24.4% | -7.1% |
| 6M | -43.0% | -1.5% | -41.5% | -30.3% |
| YTD | -4.1% | +8.5% | -12.6% | -12.4% |
| 1Y | -2.2% | +11.4% | -13.5% | -15.9% |
| All | -2.2% | +10.5% | -12.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling