+111.8%
EET vs VT
+221.4%
-109.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.2% |
| 7D | +5.9% | +1.0% | +4.9% | +3.8% |
| 30D | +9.2% | -0.2% | +9.5% | +9.9% |
| 3M | +6.7% | +4.5% | +2.2% | -0.3% |
| 6M | +35.2% | +14.1% | +21.2% | +9.7% |
| YTD | +44.8% | +14.8% | +30.1% | +17.1% |
| 1Y | +67.9% | +21.2% | +46.7% | +23.0% |
| 3Y | +164.1% | +76.6% | +87.6% | -3.5% |
| 5Y | +29.9% | +66.6% | -36.7% | -44.5% |
| 10Y | +111.8% | +222.3% | -110.5% | -75.4% |
| All | +111.8% | +221.4% | -109.7% | -75.4% |
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