-54.9%
EGAN vs VT
+66.2%
-121.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.5% | -10.3% | -10.2% |
| 7D | -28.9% | +1.0% | -29.9% | -29.7% |
| 30D | -28.9% | -0.2% | -28.7% | -28.7% |
| 3M | -30.2% | +4.5% | -34.7% | -33.6% |
| 6M | -45.6% | +14.1% | -59.7% | -53.3% |
| YTD | -49.4% | +14.8% | -64.1% | -56.8% |
| 1Y | -32.5% | +21.2% | -53.7% | -45.3% |
| 3Y | -15.7% | +76.6% | -92.3% | -53.7% |
| 5Y | -54.9% | +66.6% | -121.5% | -74.0% |
| All | -54.9% | +66.2% | -121.1% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling