+17.2%
EGP vs VT
+57.4%
-40.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.6% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | +1.7% | -2.6% | +4.3% | +3.9% |
| 3M | -0.9% | -3.2% | +2.4% | +1.8% |
| 6M | -1.4% | +0.9% | -2.3% | -2.8% |
| YTD | +14.6% | +11.3% | +3.3% | +3.2% |
| 1Y | +15.9% | +14.0% | +1.9% | +1.9% |
| 3Y | +31.7% | +75.8% | -44.2% | -23.9% |
| 5Y | +17.2% | +57.8% | -40.6% | -26.8% |
| All | +17.2% | +57.4% | -40.2% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling