-10.8%
EGY vs VT
+374.2%
-385.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +4.0% | +0.4% | +3.5% | +3.3% |
| 30D | +17.7% | +1.0% | +16.8% | +16.1% |
| 3M | +8.1% | +2.4% | +5.7% | +3.8% |
| 6M | +17.0% | +12.0% | +5.0% | -3.3% |
| YTD | +70.5% | +15.3% | +55.2% | +35.3% |
| 1Y | +60.4% | +22.6% | +37.8% | +16.6% |
| 3Y | +61.0% | +74.7% | -13.7% | -28.9% |
| 5Y | +199.1% | +66.1% | +133.0% | +42.9% |
| 10Y | +634.8% | +225.0% | +409.8% | +38.9% |
| All | -10.8% | +374.2% | -385.0% | -90.1% |
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 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