+46.3%
EE vs VT
+72.5%
-26.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +3.5% | +2.4% | +1.1% | +1.4% |
| 30D | +14.9% | -1.5% | +16.4% | +16.0% |
| 3M | +7.3% | -4.1% | +11.4% | +10.8% |
| 6M | +5.7% | +0.6% | +5.1% | +4.0% |
| YTD | +36.7% | +11.0% | +25.7% | +22.5% |
| 1Y | +45.2% | +13.3% | +31.8% | +27.5% |
| 3Y | +119.8% | +73.4% | +46.4% | +23.4% |
| All | +46.3% | +72.5% | -26.2% | -20.4% |
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