+786.4%
EGP vs VT
+374.2%
+412.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | -2.0% | +1.0% | -3.0% | -3.0% |
| 3M | +0.9% | +2.4% | -1.5% | -1.9% |
| 6M | +3.6% | +12.0% | -8.4% | -8.0% |
| YTD | +13.3% | +15.3% | -2.0% | -2.5% |
| 1Y | +22.1% | +22.6% | -0.5% | -1.1% |
| 3Y | +21.9% | +74.7% | -52.8% | -30.9% |
| 5Y | +25.1% | +66.1% | -41.0% | -25.6% |
| 10Y | +254.8% | +225.0% | +29.8% | +10.4% |
| All | +786.4% | +374.2% | +412.2% | +79.8% |
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 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