-30.6%
EDV vs VT
+215.5%
-246.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | +0.7% | -2.3% | +3.0% | +0.5% |
| 30D | +10.2% | -5.0% | +15.2% | +9.6% |
| 3M | +0.7% | -4.9% | +5.5% | +0.1% |
| 6M | -4.3% | -1.5% | -2.8% | -4.5% |
| YTD | -4.5% | +8.5% | -13.0% | -3.5% |
| 1Y | -8.6% | +11.4% | -20.0% | -7.3% |
| 3Y | +1.5% | +70.1% | -68.6% | +10.4% |
| 5Y | -48.6% | +53.7% | -102.4% | -46.1% |
| All | -30.6% | +215.5% | -246.1% | -11.3% |
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