-16.4%
EDSA vs VT
+74.1%
-90.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.4% | +2.6% | +13.8% | +15.6% |
| 7D | +2.0% | +0.4% | +1.7% | +1.9% |
| 30D | -29.1% | -2.6% | -26.5% | -28.7% |
| 3M | -52.8% | -3.2% | -49.5% | -52.4% |
| 6M | -84.7% | +0.9% | -85.7% | -84.7% |
| YTD | +75.4% | +11.3% | +64.0% | +68.3% |
| 1Y | +45.6% | +14.0% | +31.6% | +37.1% |
| 3Y | -16.4% | +75.8% | -92.3% | -29.4% |
| All | -16.4% | +74.1% | -90.6% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling