-99.2%
EDSA vs VT
+448.9%
-548.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.4% | +0.4% | +1.9% | +2.0% |
| 30D | -8.5% | +1.0% | -9.5% | -9.1% |
| 3M | -33.3% | +2.4% | -35.7% | -34.2% |
| 6M | +10.8% | +12.0% | -1.2% | +1.7% |
| YTD | +233.1% | +15.3% | +217.8% | +196.3% |
| 1Y | +87.0% | +22.6% | +64.4% | +58.6% |
| 3Y | -19.6% | +74.7% | -94.2% | -48.4% |
| 5Y | -88.3% | +66.1% | -154.5% | -92.2% |
| 10Y | -99.4% | +225.0% | -324.4% | -99.7% |
| All | -99.2% | +448.9% | -548.1% | -99.7% |
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