-99.6%
EEV vs VT
+345.0%
-444.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.1% | +15.8% | +2.2% |
| 7D | +15.3% | -4.2% | +19.5% | +5.5% |
| 30D | +36.6% | -5.8% | +42.4% | +20.5% |
| 3M | +25.9% | -5.2% | +31.1% | +13.8% |
| 6M | +15.1% | +0.1% | +14.9% | +23.8% |
| YTD | -22.6% | +8.2% | -30.9% | +4.5% |
| 1Y | -23.1% | +10.1% | -33.2% | +8.6% |
| 3Y | -64.3% | +69.7% | -134.0% | +54.0% |
| 5Y | -50.2% | +53.4% | -103.5% | +100.4% |
| 10Y | -89.7% | +219.2% | -309.0% | +319.6% |
| All | -99.6% | +345.0% | -444.5% | +278.3% |
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 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