+148.4%
EGO vs VT
+217.6%
-69.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.7% |
| 7D | +11.9% | -0.1% | +12.0% | +11.9% |
| 30D | -5.7% | -3.1% | -2.6% | -3.2% |
| 3M | -9.0% | -3.5% | -5.5% | -6.0% |
| 6M | +4.4% | +0.5% | +3.9% | +5.1% |
| YTD | -0.6% | +10.8% | -11.4% | -6.4% |
| 1Y | +27.1% | +11.9% | +15.2% | +18.9% |
| 3Y | +242.7% | +73.0% | +169.7% | +134.3% |
| 5Y | +259.6% | +58.6% | +201.0% | +156.2% |
| 10Y | +148.4% | +219.2% | -70.8% | -10.1% |
| All | +148.4% | +217.6% | -69.2% | -10.1% |
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