+150.9%
EDN vs VT
+59.8%
+91.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | -0.7% |
| 7D | -2.3% | -0.7% | -1.7% | -1.5% |
| 30D | -28.9% | -1.7% | -27.2% | -27.4% |
| 3M | -36.8% | -2.3% | -34.5% | -35.1% |
| 6M | -40.5% | +1.5% | -42.1% | -41.5% |
| YTD | -51.4% | +12.0% | -63.5% | -57.6% |
| 1Y | -55.0% | +12.9% | -67.8% | -61.0% |
| 3Y | +41.1% | +74.9% | -33.8% | -19.9% |
| 5Y | +150.9% | +59.9% | +90.9% | +58.4% |
| All | +150.9% | +59.8% | +91.1% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling