+89.9%
EDD vs VT
+374.2%
-284.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | -0.8% | +1.0% | -1.8% | -1.5% |
| 3M | +12.9% | +2.4% | +10.6% | +11.2% |
| 6M | +10.1% | +12.0% | -1.9% | +2.6% |
| YTD | +16.6% | +15.3% | +1.2% | +6.6% |
| 1Y | +23.1% | +22.6% | +0.5% | +8.2% |
| 3Y | +74.2% | +74.7% | -0.4% | +21.5% |
| 5Y | +49.2% | +66.1% | -16.9% | +6.1% |
| 10Y | +74.7% | +225.0% | -150.3% | -21.8% |
| All | +89.9% | +374.2% | -284.3% | -44.1% |
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