+144.7%
EG vs VT
+215.5%
-70.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | 0.0% | -2.3% | +2.4% | +1.7% |
| 30D | +13.5% | -5.0% | +18.4% | +17.6% |
| 3M | +11.6% | -4.9% | +16.5% | +15.5% |
| 6M | +18.2% | -1.5% | +19.7% | +18.1% |
| YTD | +23.3% | +8.5% | +14.8% | +13.6% |
| 1Y | +30.9% | +11.4% | +19.5% | +18.0% |
| 3Y | +13.3% | +70.1% | -56.8% | -29.2% |
| 5Y | +65.4% | +53.7% | +11.7% | +12.1% |
| All | +144.7% | +215.5% | -70.8% | -2.2% |
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