+81.5%
EET vs VT
+223.7%
-142.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +0.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -17.5% | -2.6% | -14.9% | -12.2% |
| 3M | -15.9% | -3.2% | -12.6% | -8.8% |
| 6M | -24.0% | +0.9% | -25.0% | -22.0% |
| YTD | +11.5% | +11.3% | +0.2% | -2.7% |
| 1Y | +14.6% | +14.0% | +0.6% | -4.4% |
| 3Y | +114.2% | +75.8% | +38.4% | -19.6% |
| 5Y | +6.3% | +57.8% | -51.5% | -48.5% |
| 10Y | +81.5% | +219.8% | -138.3% | -78.3% |
| All | +81.5% | +223.7% | -142.2% | -78.3% |
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