-33.3%
EDC vs VT
+53.2%
-86.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.1% | -13.4% | -5.4% |
| 7D | -22.0% | -4.2% | -17.8% | -10.1% |
| 30D | -40.6% | -5.8% | -34.8% | -27.5% |
| 3M | -35.9% | -5.2% | -30.6% | -22.0% |
| 6M | -41.3% | +0.1% | -41.4% | -34.4% |
| YTD | -10.0% | +8.2% | -18.2% | -13.8% |
| 1Y | -10.0% | +10.1% | -20.1% | -17.4% |
| 3Y | +103.4% | +69.7% | +33.7% | -33.0% |
| 5Y | -33.3% | +53.4% | -86.7% | -66.8% |
| All | -33.3% | +53.2% | -86.5% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling