+662.3%
EG vs VT
+363.9%
+298.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.4% |
| 7D | +8.9% | -0.3% | +9.2% | +9.1% |
| 30D | +14.9% | -1.4% | +16.3% | +15.9% |
| 3M | +14.7% | -1.4% | +16.1% | +15.6% |
| 6M | +22.6% | +5.5% | +17.2% | +16.7% |
| YTD | +26.4% | +12.8% | +13.5% | +14.0% |
| 1Y | +35.0% | +15.4% | +19.5% | +19.6% |
| 3Y | +15.3% | +76.9% | -61.6% | -26.7% |
| 5Y | +72.5% | +60.4% | +12.1% | +16.9% |
| 10Y | +152.8% | +232.8% | -80.0% | -0.3% |
| All | +662.3% | +363.9% | +298.4% | +121.5% |
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