-80.9%
EDIT vs VT
+215.5%
-296.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.3% |
| 7D | -3.7% | -2.3% | -1.4% | +0.7% |
| 30D | -6.5% | -5.0% | -1.6% | +3.6% |
| 3M | -11.4% | -4.9% | -6.5% | -1.3% |
| 6M | -19.1% | -1.5% | -17.5% | -15.4% |
| YTD | +25.4% | +8.5% | +16.9% | +11.1% |
| 1Y | -4.5% | +11.4% | -15.8% | -19.3% |
| 3Y | -69.1% | +70.1% | -139.1% | -86.7% |
| 5Y | -93.1% | +53.7% | -146.9% | -96.2% |
| All | -80.9% | +215.5% | -296.4% | -96.0% |
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