+186.0%
EDEN vs VT
+217.6%
-31.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | +9.5% | -3.1% | +12.6% | +12.2% |
| 3M | +5.7% | -3.5% | +9.1% | +8.6% |
| 6M | +8.4% | +0.5% | +7.9% | +7.6% |
| YTD | +6.2% | +10.8% | -4.6% | -2.4% |
| 1Y | +14.2% | +11.9% | +2.3% | +4.2% |
| 3Y | +26.0% | +73.0% | -47.0% | -18.9% |
| 5Y | +15.6% | +58.6% | -43.0% | -20.8% |
| 10Y | +186.0% | +219.2% | -33.2% | +11.1% |
| All | +186.0% | +217.6% | -31.6% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling