+290.7%
EDU vs VT
+345.0%
-54.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +7.1% |
| 7D | +9.9% | -4.2% | +14.1% | +13.7% |
| 30D | -5.5% | -5.8% | +0.3% | -0.8% |
| 3M | -5.2% | -5.2% | 0.0% | -1.2% |
| 6M | +1.5% | +0.1% | +1.4% | +0.1% |
| YTD | -0.8% | +8.2% | -9.0% | -8.8% |
| 1Y | -2.3% | +10.1% | -12.4% | -11.5% |
| 3Y | -17.0% | +69.7% | -86.6% | -48.9% |
| 5Y | +170.3% | +53.4% | +116.9% | +85.7% |
| 10Y | +9.8% | +219.2% | -209.4% | -58.1% |
| All | +290.7% | +345.0% | -54.3% | +31.2% |
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