+157.9%
EES vs VT
+224.4%
-66.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.3% |
| 30D | +1.7% | -1.7% | +3.5% | +3.7% |
| 3M | -2.6% | -2.3% | -0.3% | -0.2% |
| 6M | +5.8% | +1.5% | +4.2% | +3.4% |
| YTD | +18.0% | +12.0% | +5.9% | +2.8% |
| 1Y | +21.2% | +12.9% | +8.3% | +4.7% |
| 3Y | +64.8% | +74.9% | -10.1% | -13.5% |
| 5Y | +33.4% | +59.9% | -26.6% | -22.2% |
| 10Y | +157.9% | +224.6% | -66.7% | -32.0% |
| All | +157.9% | +224.4% | -66.5% | -32.0% |
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