-27.4%
EDC vs VT
+57.0%
-84.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.3% |
| 7D | +7.4% | +2.4% | +5.1% | +0.7% |
| 30D | -18.6% | -1.5% | -17.1% | -12.7% |
| 3M | -29.4% | -4.1% | -25.3% | -16.8% |
| 6M | -37.5% | +0.6% | -38.0% | -31.5% |
| YTD | +3.1% | +11.0% | -8.0% | -8.1% |
| 1Y | +4.2% | +13.3% | -9.1% | -11.7% |
| 3Y | +135.5% | +73.4% | +62.1% | -27.1% |
| All | -27.4% | +57.0% | -84.4% | -66.6% |
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 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