-99.6%
EDSA vs VT
+415.1%
-514.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | +1.0% |
| 7D | -21.1% | -4.2% | -16.9% | -18.8% |
| 30D | -42.7% | -5.8% | -36.9% | -40.3% |
| 3M | -58.8% | -5.2% | -53.6% | -57.2% |
| 6M | -86.2% | +0.1% | -86.4% | -86.3% |
| YTD | +50.0% | +8.2% | +41.8% | +39.4% |
| 1Y | +26.0% | +10.1% | +15.9% | +15.5% |
| 3Y | -39.8% | +69.7% | -109.5% | -60.6% |
| 5Y | -96.0% | +53.4% | -149.4% | -97.1% |
| 10Y | -99.6% | +219.2% | -318.9% | -99.8% |
| All | -99.6% | +415.1% | -514.7% | -99.9% |
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