+317.0%
EDRY vs VT
+141.5%
+175.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.7% |
| 7D | -21.9% | -2.3% | -19.6% | -20.9% |
| 30D | -38.5% | -5.0% | -33.6% | -36.8% |
| 3M | +16.1% | -4.9% | +20.9% | +19.1% |
| 6M | +63.5% | -1.5% | +65.0% | +64.7% |
| YTD | +169.7% | +8.5% | +161.3% | +158.9% |
| 1Y | +169.8% | +11.4% | +158.4% | +155.6% |
| 3Y | +131.2% | +70.1% | +61.1% | +77.7% |
| 5Y | +41.3% | +53.7% | -12.5% | +12.2% |
| All | +317.0% | +141.5% | +175.5% | +236.9% |
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 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