-90.9%
EDHL vs VT
+39.8%
-130.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | -0.1% |
| 7D | +2.9% | -2.3% | +5.2% | +4.9% |
| 30D | +16.4% | -5.0% | +21.4% | +22.1% |
| 3M | +51.5% | -4.9% | +56.4% | +58.2% |
| 6M | +127.2% | -1.5% | +128.8% | +125.6% |
| YTD | +1.5% | +8.5% | -7.0% | -3.4% |
| 1Y | -64.4% | +11.4% | -75.8% | -66.9% |
| All | -90.9% | +39.8% | -130.8% | -91.1% |
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