-76.0%
EDUC vs VT
+221.4%
-297.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.7% | +1.0% | -1.8% | -1.3% |
| 30D | -3.6% | -0.2% | -3.4% | -3.5% |
| 3M | -1.5% | +4.5% | -6.0% | -4.1% |
| 6M | +0.8% | +14.1% | -13.3% | -7.0% |
| YTD | +1.5% | +14.8% | -13.2% | -6.5% |
| 1Y | +20.7% | +21.2% | -0.5% | +8.0% |
| 3Y | -6.9% | +76.6% | -83.5% | -35.0% |
| 5Y | -87.1% | +66.6% | -153.7% | -90.7% |
| 10Y | -76.0% | +222.3% | -298.3% | -89.5% |
| All | -76.0% | +221.4% | -297.4% | -89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling