+298.1%
EDU vs VT
+346.0%
-47.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | +13.0% | -2.3% | +15.3% | +15.0% |
| 30D | -4.0% | -5.0% | +0.9% | 0.0% |
| 3M | -3.2% | -4.9% | +1.6% | +0.5% |
| 6M | -1.2% | -1.5% | +0.4% | -1.2% |
| YTD | +1.1% | +8.5% | -7.4% | -7.2% |
| 1Y | +0.7% | +11.4% | -10.7% | -9.8% |
| 3Y | -14.3% | +70.1% | -84.3% | -47.4% |
| 5Y | +175.4% | +53.7% | +121.7% | +88.9% |
| 10Y | +11.9% | +220.0% | -208.0% | -57.4% |
| All | +298.1% | +346.0% | -47.9% | +33.4% |
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 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