-25.7%
EDV vs VT
+223.7%
-249.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.4% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +8.2% | -2.6% | +10.8% | +7.9% |
| 3M | +0.4% | -3.2% | +3.6% | 0.0% |
| 6M | -4.1% | +0.9% | -5.1% | -4.0% |
| YTD | -4.4% | +11.3% | -15.7% | -3.1% |
| 1Y | -8.1% | +14.0% | -22.1% | -6.5% |
| 3Y | +0.4% | +75.8% | -75.5% | +9.6% |
| 5Y | -49.4% | +57.8% | -107.2% | -46.7% |
| 10Y | -25.7% | +219.8% | -245.5% | -5.8% |
| All | -25.7% | +223.7% | -249.4% | -5.8% |
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