-76.0%
EDZ vs VT
+60.6%
-136.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | +2.7% |
| 7D | +9.1% | -0.3% | +9.4% | +8.6% |
| 30D | +37.2% | -1.4% | +38.6% | +33.0% |
| 3M | +19.6% | -1.4% | +21.0% | +18.2% |
| 6M | -6.3% | +5.5% | -11.8% | +22.8% |
| YTD | -46.7% | +12.8% | -59.5% | -8.6% |
| 1Y | -48.6% | +15.4% | -64.0% | -5.4% |
| 3Y | -84.3% | +76.9% | -161.1% | +11.9% |
| 5Y | -76.0% | +60.4% | -136.4% | +81.7% |
| All | -76.0% | +60.6% | -136.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling