+587.1%
EGAN vs VT
+374.2%
+212.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.9% | 0.0% | -17.8% | -17.8% |
| 7D | -21.1% | +0.4% | -21.5% | -21.3% |
| 30D | -19.2% | +1.0% | -20.2% | -19.8% |
| 3M | -22.4% | +2.4% | -24.8% | -23.7% |
| 6M | -37.9% | +12.0% | -49.9% | -42.7% |
| YTD | -43.2% | +15.3% | -58.6% | -48.6% |
| 1Y | -5.3% | +22.6% | -27.9% | -17.2% |
| 3Y | -10.4% | +74.7% | -85.1% | -37.6% |
| 5Y | -51.7% | +66.1% | -117.8% | -65.1% |
| 10Y | +84.2% | +225.0% | -140.8% | -2.7% |
| All | +587.1% | +374.2% | +212.9% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling