+102.6%
EDN vs VT
+374.2%
-271.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +5.2% | +0.4% | +4.7% | +4.7% |
| 30D | -3.8% | +1.0% | -4.7% | -4.6% |
| 3M | -7.8% | +2.4% | -10.1% | -9.4% |
| 6M | -6.4% | +12.0% | -18.4% | -15.3% |
| YTD | -17.9% | +15.3% | -33.2% | -27.4% |
| 1Y | +13.4% | +22.6% | -9.2% | -4.4% |
| 3Y | +79.2% | +74.7% | +4.5% | +14.1% |
| 5Y | +241.7% | +66.1% | +175.5% | +125.5% |
| 10Y | +38.6% | +225.0% | -186.4% | -45.9% |
| All | +102.6% | +374.2% | -271.6% | -40.9% |
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