+142.2%
EG vs VT
+224.5%
-82.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.9% | +0.4% | +0.4% | +0.5% |
| 30D | +2.0% | +1.0% | +1.1% | +1.2% |
| 3M | +19.9% | +2.4% | +17.5% | +17.0% |
| 6M | +15.4% | +12.0% | +3.4% | +4.5% |
| YTD | +13.6% | +15.3% | -1.7% | +0.3% |
| 1Y | +11.7% | +22.6% | -10.9% | -6.3% |
| 3Y | +10.0% | +74.7% | -64.6% | -32.0% |
| 5Y | +62.5% | +66.1% | -3.7% | +4.0% |
| All | +142.2% | +224.5% | -82.2% | -8.1% |
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