-96.0%
EDSA vs VT
+53.4%
-149.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -16.7% | -2.3% | -14.4% | -15.3% |
| 30D | -45.1% | -5.0% | -40.2% | -42.8% |
| 3M | -57.6% | -4.9% | -52.7% | -55.9% |
| 6M | -85.7% | -1.5% | -84.2% | -85.6% |
| YTD | +50.7% | +8.5% | +42.2% | +36.9% |
| 1Y | +25.9% | +11.4% | +14.5% | +10.9% |
| 3Y | -35.0% | +70.1% | -105.0% | -65.6% |
| All | -96.0% | +53.4% | -149.4% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling