-84.7%
EGHT vs VT
+215.5%
-300.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.6% | -5.7% |
| 7D | +1.9% | -2.3% | +4.2% | +5.6% |
| 30D | -0.5% | -5.0% | +4.5% | +7.9% |
| 3M | -6.6% | -4.9% | -1.7% | +1.0% |
| 6M | -12.0% | -1.5% | -10.4% | -10.7% |
| YTD | +8.1% | +8.5% | -0.4% | -7.9% |
| 1Y | +8.1% | +11.4% | -3.3% | -12.0% |
| 3Y | -29.0% | +70.1% | -99.1% | -70.1% |
| 5Y | -90.7% | +53.7% | -144.4% | -95.1% |
| All | -84.7% | +215.5% | -300.3% | -96.8% |
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 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