+52.9%
EDV vs VT
+345.0%
-292.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | -1.0% |
| 7D | +1.0% | -4.2% | +5.2% | -0.3% |
| 30D | +9.7% | -5.8% | +15.5% | +7.7% |
| 3M | -1.6% | -5.2% | +3.6% | -3.2% |
| 6M | -4.6% | +0.1% | -4.8% | -4.6% |
| YTD | -5.9% | +8.2% | -14.1% | -3.4% |
| 1Y | -8.7% | +10.1% | -18.8% | -5.7% |
| 3Y | -1.2% | +69.7% | -70.8% | +18.5% |
| 5Y | -49.3% | +53.4% | -102.7% | -41.6% |
| 10Y | -32.3% | +219.2% | -251.5% | +10.9% |
| All | +52.9% | +345.0% | -292.1% | +221.6% |
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