+631.8%
EGAN vs VT
+360.7%
+271.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.2% |
| 7D | +0.6% | -0.7% | +1.3% | +1.2% |
| 30D | +17.1% | -1.7% | +18.9% | +18.7% |
| 3M | -16.1% | -2.3% | -13.8% | -14.6% |
| 6M | -14.1% | +1.5% | -15.6% | -14.9% |
| YTD | -39.6% | +12.0% | -51.6% | -44.1% |
| 1Y | -58.8% | +12.9% | -71.7% | -61.9% |
| 3Y | -5.3% | +74.9% | -80.3% | -34.1% |
| 5Y | -45.8% | +59.9% | -105.7% | -59.8% |
| 10Y | +143.9% | +224.6% | -80.7% | +30.3% |
| All | +631.8% | +360.7% | +271.1% | +271.8% |
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