-6.4%
EGAN vs VT
+77.9%
-84.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.9% | 0.0% | -17.8% | -17.8% |
| 7D | -21.1% | +0.4% | -21.5% | -21.5% |
| 30D | -19.2% | +1.0% | -20.2% | -20.2% |
| 3M | -22.4% | +2.4% | -24.8% | -24.7% |
| 6M | -37.9% | +12.0% | -49.9% | -46.5% |
| YTD | -43.2% | +15.3% | -58.6% | -52.9% |
| 1Y | -5.3% | +22.6% | -27.9% | -26.2% |
| All | -6.4% | +77.9% | -84.3% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling