-43.8%
EDN vs VT
+221.8%
-265.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.2% |
| 7D | -0.2% | +2.4% | -2.6% | -2.8% |
| 30D | -32.0% | -1.5% | -30.5% | -30.9% |
| 3M | -40.9% | -4.1% | -36.8% | -38.2% |
| 6M | -39.3% | +0.6% | -39.9% | -39.4% |
| YTD | -53.1% | +11.0% | -64.1% | -58.0% |
| 1Y | -54.8% | +13.3% | -68.1% | -60.4% |
| 3Y | +37.7% | +73.4% | -35.6% | -19.2% |
| 5Y | +134.2% | +57.4% | +76.7% | +50.2% |
| All | -43.8% | +221.8% | -265.6% | -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 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