-91.4%
EEV vs VT
+221.8%
-313.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.2% |
| 7D | -5.2% | +2.4% | -7.5% | -0.2% |
| 30D | +10.6% | -1.5% | +12.1% | +9.0% |
| 3M | +17.7% | -4.1% | +21.8% | +10.9% |
| 6M | +11.4% | +0.6% | +10.8% | +20.1% |
| YTD | -29.7% | +11.0% | -40.8% | -3.3% |
| 1Y | -30.6% | +13.3% | -43.9% | -0.3% |
| 3Y | -67.8% | +73.4% | -141.2% | +19.3% |
| 5Y | -52.8% | +57.4% | -110.2% | +69.1% |
| All | -91.4% | +221.8% | -313.2% | +155.7% |
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