+153.1%
EGAN vs VT
+221.8%
-68.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.0% |
| 7D | +4.2% | +2.4% | +1.8% | +1.3% |
| 30D | +14.6% | -1.5% | +16.1% | +16.8% |
| 3M | -17.4% | -4.1% | -13.3% | -13.0% |
| 6M | -4.3% | +0.6% | -4.9% | -5.1% |
| YTD | -39.7% | +11.0% | -50.8% | -47.2% |
| 1Y | -45.4% | +13.3% | -58.7% | -53.3% |
| 3Y | -9.6% | +73.4% | -83.0% | -53.5% |
| 5Y | -45.7% | +57.4% | -103.1% | -68.4% |
| All | +153.1% | +221.8% | -68.7% | -37.4% |
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