+2.0%
EDC vs VT
+619.9%
-617.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +0.9% | -2.9% |
| 7D | -9.1% | -0.3% | -8.8% | -8.0% |
| 30D | -29.6% | -1.4% | -28.1% | -25.5% |
| 3M | -23.2% | -1.4% | -21.8% | -17.8% |
| 6M | -24.5% | +5.5% | -30.0% | -29.6% |
| YTD | +9.1% | +12.8% | -3.7% | -12.7% |
| 1Y | +11.9% | +15.4% | -3.5% | -16.5% |
| 3Y | +146.4% | +76.9% | +69.6% | -49.2% |
| 5Y | -19.4% | +60.4% | -79.8% | -74.5% |
| 10Y | +20.4% | +232.8% | -212.4% | -94.7% |
| All | +2.0% | +619.9% | -617.9% | -98.7% |
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