+16.0%
EDN vs VT
+346.0%
-330.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -9.9% | -2.3% | -7.6% | -7.9% |
| 30D | -30.2% | -5.0% | -25.2% | -26.9% |
| 3M | -43.4% | -4.9% | -38.6% | -40.8% |
| 6M | -45.3% | -1.5% | -43.8% | -44.3% |
| YTD | -53.0% | +8.5% | -61.5% | -56.0% |
| 1Y | -56.2% | +11.4% | -67.5% | -59.9% |
| 3Y | +30.7% | +70.1% | -39.3% | -14.6% |
| 5Y | +117.6% | +53.7% | +63.9% | +54.0% |
| 10Y | -44.7% | +220.0% | -264.7% | -78.0% |
| All | +16.0% | +346.0% | -330.0% | -64.2% |
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