+46.4%
EDF vs VT
+369.9%
-323.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.6% |
| 7D | +4.7% | -0.3% | +5.0% | +4.9% |
| 30D | -4.1% | -1.4% | -2.7% | -3.1% |
| 3M | -11.8% | -1.4% | -10.4% | -10.9% |
| 6M | -8.6% | +5.5% | -14.1% | -12.5% |
| YTD | 0.0% | +12.8% | -12.8% | -9.3% |
| 1Y | +3.3% | +15.4% | -12.1% | -8.0% |
| 3Y | +65.7% | +76.9% | -11.2% | +3.7% |
| 5Y | +26.4% | +60.4% | -34.0% | -15.1% |
| 10Y | +31.1% | +232.8% | -201.7% | -45.8% |
| All | +46.4% | +369.9% | -323.5% | -47.5% |
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