+455.3%
EDEN vs VT
+381.7%
+73.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.7% | +0.4% | +0.2% | +0.3% |
| 30D | +6.5% | +1.0% | +5.5% | +5.7% |
| 3M | +9.4% | +2.4% | +7.1% | +7.1% |
| 6M | +12.7% | +12.0% | +0.7% | +2.4% |
| YTD | +5.7% | +15.3% | -9.7% | -6.2% |
| 1Y | +12.2% | +22.6% | -10.4% | -5.2% |
| 3Y | +20.2% | +74.7% | -54.5% | -24.3% |
| 5Y | +11.1% | +66.1% | -55.0% | -27.3% |
| 10Y | +149.0% | +225.0% | -76.0% | -7.4% |
| All | +455.3% | +381.7% | +73.6% | +41.2% |
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