+88.1%
EELV vs VT
+406.1%
-318.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +1.5% | +0.4% | +1.0% | +1.1% |
| 30D | +1.6% | +1.0% | +0.7% | +0.9% |
| 3M | +4.8% | +2.4% | +2.4% | +2.9% |
| 6M | +4.7% | +12.0% | -7.3% | -3.4% |
| YTD | +9.5% | +15.3% | -5.8% | -1.0% |
| 1Y | +16.3% | +22.6% | -6.3% | +0.7% |
| 3Y | +42.6% | +74.7% | -32.1% | -4.5% |
| 5Y | +42.4% | +66.1% | -23.8% | -2.3% |
| 10Y | +85.2% | +225.0% | -139.8% | -27.9% |
| All | +88.1% | +406.1% | -318.0% | -48.8% |
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