+81.7%
EGHT vs VT
+356.1%
-274.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -7.5% | -1.6% | -5.9% | -5.7% |
| 30D | -8.3% | -2.5% | -5.8% | -5.5% |
| 3M | +1.5% | -1.3% | +2.8% | +3.2% |
| 6M | -14.3% | +3.1% | -17.4% | -17.9% |
| YTD | +6.1% | +10.9% | -4.8% | -6.9% |
| 1Y | +12.4% | +12.1% | +0.3% | -2.3% |
| 3Y | -36.3% | +73.9% | -110.2% | -65.0% |
| 5Y | -90.6% | +58.0% | -148.6% | -93.9% |
| 10Y | -84.6% | +225.5% | -310.1% | -94.6% |
| All | +81.7% | +356.1% | -274.4% | -50.3% |
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 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