-97.0%
EEIQ vs VT
+80.2%
-177.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -6.4% | +2.9% | -9.3% | -9.3% |
| 30D | -22.4% | -2.5% | -19.9% | -20.5% |
| 3M | +54.6% | -3.3% | +57.9% | +59.7% |
| 6M | +13.2% | +1.5% | +11.7% | +10.4% |
| YTD | +8.9% | +11.4% | -2.5% | -5.5% |
| 1Y | -32.8% | +11.9% | -44.7% | -42.0% |
| 3Y | -72.2% | +73.9% | -146.1% | -88.1% |
| 5Y | -94.2% | +57.9% | -152.1% | -96.2% |
| All | -97.0% | +80.2% | -177.2% | -100.0% |
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