+330.8%
EDU vs VT
+374.2%
-43.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.2% | +0.4% | +0.7% | +0.7% |
| 30D | +4.5% | +1.0% | +3.6% | +3.6% |
| 3M | +28.6% | +2.4% | +26.2% | +25.0% |
| 6M | +11.7% | +12.0% | -0.3% | +0.2% |
| YTD | +9.4% | +15.3% | -5.9% | -4.4% |
| 1Y | +23.4% | +22.6% | +0.8% | +2.2% |
| 3Y | +4.6% | +74.7% | -70.1% | -37.0% |
| 5Y | +157.7% | +66.1% | +91.5% | +66.4% |
| 10Y | +45.1% | +225.0% | -179.9% | -45.5% |
| All | +330.8% | +374.2% | -43.3% | +37.5% |
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