+40.1%
EDN vs VT
+74.4%
-34.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.5% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -28.6% | -3.1% | -25.5% | -24.9% |
| 3M | -39.9% | -3.5% | -36.4% | -36.3% |
| 6M | -38.2% | +0.5% | -38.7% | -38.8% |
| YTD | -51.8% | +10.8% | -62.6% | -60.0% |
| 1Y | -56.5% | +11.9% | -68.4% | -64.5% |
| 3Y | +40.1% | +73.0% | -32.9% | -54.4% |
| All | +40.1% | +74.4% | -34.4% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling