-68.6%
EDHL vs VT
+18.7%
-87.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.2% | +6.5% |
| 7D | +2.9% | -2.0% | +4.9% | +5.7% |
| 30D | +5.4% | -1.4% | +6.8% | +7.3% |
| 3M | +17.7% | +4.7% | +13.0% | +10.3% |
| 6M | +35.5% | +11.4% | +24.2% | +24.9% |
| YTD | -31.3% | +13.1% | -44.4% | -38.6% |
| 1Y | -68.6% | +19.0% | -87.7% | -80.3% |
| All | -68.6% | +18.7% | -87.4% | -80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling