-40.6%
EEFT vs VT
+59.8%
-100.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -1.6% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | +10.5% | -1.7% | +12.2% | +12.3% |
| 3M | 0.0% | -2.3% | +2.3% | +2.4% |
| 6M | +1.3% | +1.5% | -0.2% | -1.5% |
| YTD | -7.4% | +12.0% | -19.4% | -20.9% |
| 1Y | -1.8% | +12.9% | -14.7% | -17.0% |
| 3Y | -13.5% | +74.9% | -88.5% | -58.9% |
| 5Y | -40.6% | +59.9% | -100.5% | -68.2% |
| All | -40.6% | +59.8% | -100.4% | -68.2% |
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