+139.8%
EGO vs VT
+221.4%
-81.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +2.4% | +1.0% | +1.4% | +1.5% |
| 30D | +15.9% | -0.2% | +16.1% | +16.2% |
| 3M | +47.1% | +4.5% | +42.6% | +42.6% |
| 6M | +8.9% | +14.1% | -5.2% | -0.6% |
| YTD | +22.8% | +14.8% | +8.1% | +11.9% |
| 1Y | +67.7% | +21.2% | +46.5% | +47.2% |
| 3Y | +366.4% | +76.6% | +289.9% | +210.6% |
| 5Y | +410.1% | +66.6% | +343.5% | +247.8% |
| 10Y | +139.8% | +222.3% | -82.5% | -7.4% |
| All | +139.8% | +221.4% | -81.7% | -7.4% |
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