+23.1%
EDF vs VT
+53.2%
-30.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +0.6% |
| 7D | -0.5% | -4.2% | +3.7% | +2.1% |
| 30D | -9.0% | -5.8% | -3.2% | -5.7% |
| 3M | -13.5% | -5.2% | -8.3% | -10.7% |
| 6M | -11.1% | +0.1% | -11.3% | -11.4% |
| YTD | -1.8% | +8.2% | -10.0% | -6.8% |
| 1Y | +1.1% | +10.1% | -9.1% | -5.2% |
| 3Y | +62.7% | +69.7% | -7.0% | +11.8% |
| 5Y | +23.1% | +53.4% | -30.3% | -14.2% |
| All | +23.1% | +53.2% | -30.1% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling