+185.3%
EDEN vs VT
+223.7%
-38.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +0.5% |
| 7D | +3.2% | +0.4% | +2.8% | +2.8% |
| 30D | +10.8% | -2.6% | +13.4% | +13.1% |
| 3M | +5.7% | -3.2% | +8.9% | +8.3% |
| 6M | +9.7% | +0.9% | +8.7% | +8.4% |
| YTD | +7.4% | +11.3% | -3.9% | -1.6% |
| 1Y | +16.8% | +14.0% | +2.8% | +5.0% |
| 3Y | +28.4% | +75.8% | -47.4% | -18.4% |
| 5Y | +15.0% | +57.8% | -42.8% | -20.9% |
| 10Y | +185.3% | +219.8% | -34.5% | +10.0% |
| All | +185.3% | +223.7% | -38.4% | +10.0% |
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