+4.6%
EGHA vs VT
+23.8%
-19.2%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +0.3% | -2.6% | +2.9% | +0.3% |
| 3M | +1.2% | -3.2% | +4.4% | +1.2% |
| 6M | +1.9% | +0.9% | +1.0% | +1.9% |
| YTD | +3.3% | +11.3% | -8.1% | +3.3% |
| 1Y | +3.4% | +14.0% | -10.6% | +3.4% |
| All | +4.6% | +23.8% | -19.2% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling