+4.6%
EGGS vs VT
+36.1%
-31.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -3.3% |
| 7D | -10.1% | -0.3% | -9.7% | -9.7% |
| 30D | -19.4% | -1.4% | -17.9% | -17.8% |
| 3M | -17.9% | -1.4% | -16.5% | -16.2% |
| 6M | -14.1% | +5.5% | -19.5% | -17.8% |
| YTD | -6.8% | +12.8% | -19.6% | -16.7% |
| 1Y | -14.0% | +15.4% | -29.5% | -24.9% |
| All | +4.6% | +36.1% | -31.6% | -21.6% |
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