-96.0%
EDSA vs VT
+57.0%
-153.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.5% |
| 7D | -9.3% | +2.4% | -11.7% | -10.6% |
| 30D | -26.8% | -1.5% | -25.3% | -25.6% |
| 3M | -64.3% | -4.1% | -60.2% | -62.9% |
| 6M | -87.3% | +0.6% | -87.8% | -87.3% |
| YTD | +36.6% | +11.0% | +25.6% | +22.4% |
| 1Y | +12.1% | +13.3% | -1.2% | -2.0% |
| 3Y | -23.9% | +73.4% | -97.3% | -60.1% |
| All | -96.0% | +57.0% | -153.0% | -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