+75.0%
EGAN vs VT
+222.7%
-147.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.1% |
| 7D | -29.3% | -0.1% | -29.2% | -29.2% |
| 30D | -30.8% | -0.7% | -30.1% | -30.1% |
| 3M | -29.5% | +4.0% | -33.5% | -32.9% |
| 6M | -47.0% | +12.3% | -59.3% | -54.2% |
| YTD | -50.3% | +14.0% | -64.4% | -57.8% |
| 1Y | -37.5% | +20.3% | -57.8% | -49.8% |
| 3Y | -17.3% | +75.4% | -92.8% | -57.6% |
| 5Y | -55.7% | +66.0% | -121.6% | -75.7% |
| 10Y | +75.0% | +228.2% | -153.2% | -46.6% |
| All | +75.0% | +222.7% | -147.7% | -46.6% |
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