-83.9%
EGHT vs VT
+214.8%
-298.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +6.0% |
| 7D | -0.9% | -4.2% | +3.3% | +6.0% |
| 30D | +3.7% | -5.8% | +9.5% | +14.0% |
| 3M | -2.6% | -5.2% | +2.6% | +6.0% |
| 6M | -18.5% | +0.1% | -18.6% | -20.0% |
| YTD | +14.2% | +8.2% | +6.0% | -2.3% |
| 1Y | +2.3% | +10.1% | -7.9% | -15.0% |
| 3Y | -31.4% | +69.7% | -101.1% | -71.0% |
| 5Y | -90.1% | +53.4% | -143.5% | -94.8% |
| All | -83.9% | +214.8% | -298.7% | -96.6% |
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 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