+15.2%
EGAN vs VT
+23.4%
-8.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -3.1% |
| 7D | -4.9% | +0.1% | -5.1% | -5.1% |
| 30D | -2.3% | +0.8% | -3.2% | -3.4% |
| 3M | -5.6% | +2.8% | -8.4% | -8.9% |
| 6M | -21.7% | +13.0% | -34.7% | -35.1% |
| YTD | -30.9% | +15.4% | -46.3% | -46.7% |
| All | +15.2% | +23.4% | -8.1% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling