+67.7%
EGO vs VT
+21.4%
+46.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +3.0% |
| 7D | +2.4% | +1.0% | +1.4% | +0.3% |
| 30D | +15.9% | -0.2% | +16.1% | +16.6% |
| 3M | +47.1% | +4.5% | +42.6% | +35.4% |
| 6M | +8.9% | +14.1% | -5.2% | -12.9% |
| YTD | +22.8% | +14.8% | +8.1% | -2.2% |
| 1Y | +67.7% | +21.2% | +46.5% | +21.8% |
| All | +67.7% | +21.4% | +46.3% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling