-37.5%
EGAN vs VT
+20.4%
-58.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.0% |
| 7D | -29.3% | -0.1% | -29.2% | -29.1% |
| 30D | -30.8% | -0.7% | -30.1% | -30.0% |
| 3M | -29.5% | +4.0% | -33.5% | -33.2% |
| 6M | -47.0% | +12.3% | -59.3% | -55.6% |
| YTD | -50.3% | +14.0% | -64.4% | -60.6% |
| 1Y | -37.5% | +20.3% | -57.8% | -51.1% |
| All | -37.5% | +20.4% | -58.0% | -51.1% |
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