+327.8%
EDRY vs VT
+140.9%
+186.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -5.2% |
| 7D | -20.7% | -4.2% | -16.5% | -18.9% |
| 30D | -35.4% | -5.8% | -29.6% | -33.4% |
| 3M | +32.7% | -5.2% | +37.9% | +36.4% |
| 6M | +67.2% | +0.1% | +67.1% | +67.0% |
| YTD | +176.8% | +8.2% | +168.5% | +165.9% |
| 1Y | +176.8% | +10.1% | +166.7% | +163.8% |
| 3Y | +137.5% | +69.7% | +67.9% | +82.8% |
| 5Y | +44.9% | +53.4% | -8.4% | +15.2% |
| All | +327.8% | +140.9% | +186.9% | +246.1% |
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