+303.9%
EEFT vs VT
+357.6%
-53.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -2.8% |
| 7D | +7.2% | +0.4% | +6.8% | +6.5% |
| 30D | +9.8% | -2.6% | +12.4% | +12.6% |
| 3M | -1.6% | -3.2% | +1.6% | +1.7% |
| 6M | +3.0% | +0.9% | +2.1% | +1.1% |
| YTD | -6.8% | +11.3% | -18.1% | -18.4% |
| 1Y | -1.9% | +14.0% | -15.9% | -16.5% |
| 3Y | -11.6% | +75.8% | -87.4% | -53.2% |
| 5Y | -39.6% | +57.8% | -97.4% | -63.4% |
| 10Y | -8.4% | +219.8% | -228.2% | -72.5% |
| All | +303.9% | +357.6% | -53.8% | -29.1% |
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