-44.6%
EGAN vs VT
+53.4%
-98.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +0.8% | -2.3% | +3.2% | +3.6% |
| 30D | +13.5% | -5.0% | +18.5% | +20.2% |
| 3M | -19.2% | -4.9% | -14.3% | -14.4% |
| 6M | -19.2% | -1.5% | -17.6% | -17.9% |
| YTD | -42.2% | +8.5% | -50.7% | -47.4% |
| 1Y | -58.2% | +11.4% | -69.6% | -62.8% |
| 3Y | -8.3% | +70.1% | -78.4% | -47.2% |
| All | -44.6% | +53.4% | -98.0% | -65.1% |
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 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