+600.0%
EGAN vs VT
+346.0%
+254.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +0.8% | -2.3% | +3.2% | +2.6% |
| 30D | +13.5% | -5.0% | +18.5% | +17.7% |
| 3M | -19.2% | -4.9% | -14.3% | -16.2% |
| 6M | -19.2% | -1.5% | -17.6% | -18.2% |
| YTD | -42.2% | +8.5% | -50.7% | -45.3% |
| 1Y | -58.2% | +11.4% | -69.6% | -61.0% |
| 3Y | -8.3% | +70.1% | -78.4% | -34.9% |
| 5Y | -44.4% | +53.7% | -98.2% | -57.7% |
| 10Y | +112.5% | +220.0% | -107.5% | +15.3% |
| All | +600.0% | +346.0% | +254.0% | +263.7% |
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