-20.1%
EGY vs VT
+346.0%
-366.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | -16.5% | -2.3% | -14.1% | -14.1% |
| 30D | -7.1% | -5.0% | -2.1% | -1.1% |
| 3M | +5.4% | -4.9% | +10.2% | +11.7% |
| 6M | -9.0% | -1.5% | -7.5% | -9.0% |
| YTD | +52.9% | +8.5% | +44.4% | +30.7% |
| 1Y | +48.7% | +11.4% | +37.3% | +22.3% |
| 3Y | +46.3% | +70.1% | -23.7% | -33.5% |
| 5Y | +61.2% | +53.7% | +7.5% | -15.1% |
| 10Y | +804.8% | +220.0% | +584.9% | +73.2% |
| All | -20.1% | +346.0% | -366.1% | -90.4% |
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 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