+115.4%
EEA vs VT
+222.7%
-107.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | +0.4% | -1.8% | -1.7% |
| 30D | -0.7% | +1.0% | -1.7% | -1.5% |
| 3M | +4.2% | +2.4% | +1.9% | +2.3% |
| 6M | +8.2% | +12.0% | -3.8% | -0.8% |
| YTD | +11.8% | +15.3% | -3.5% | +0.3% |
| 1Y | +10.4% | +22.6% | -12.2% | -5.6% |
| 3Y | +46.9% | +74.7% | -27.8% | -5.4% |
| 5Y | +32.1% | +66.1% | -34.1% | -12.1% |
| All | +115.4% | +222.7% | -107.4% | -11.9% |
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