+64.2%
EDIV vs VT
+363.7%
-299.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | +1.1% | +1.0% | +0.2% | +0.3% |
| 3M | +3.0% | +2.4% | +0.6% | +0.8% |
| 6M | +5.2% | +12.0% | -6.8% | -4.6% |
| YTD | +10.1% | +15.3% | -5.2% | -2.7% |
| 1Y | +15.1% | +22.6% | -7.5% | -3.6% |
| 3Y | +58.5% | +74.7% | -16.2% | -3.6% |
| 5Y | +70.9% | +66.1% | +4.8% | +6.9% |
| 10Y | +124.9% | +225.0% | -100.1% | -27.4% |
| All | +64.2% | +363.7% | -299.5% | -61.7% |
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 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