-83.4%
EDIT vs VT
+217.6%
-301.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.5% | -8.4% | -8.0% |
| 7D | -3.7% | -0.1% | -3.5% | -3.1% |
| 30D | -13.6% | -3.1% | -10.6% | -7.5% |
| 3M | -10.9% | -3.5% | -7.4% | -3.2% |
| 6M | -19.5% | +0.5% | -19.9% | -18.8% |
| YTD | +22.2% | +10.8% | +11.4% | +4.3% |
| 1Y | -0.6% | +11.9% | -12.5% | -16.6% |
| 3Y | -67.3% | +73.0% | -140.3% | -86.4% |
| 5Y | -93.4% | +58.6% | -152.0% | -96.6% |
| 10Y | -83.4% | +219.2% | -302.6% | -96.7% |
| All | -83.4% | +217.6% | -301.1% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling