-69.2%
EH vs VT
+117.5%
-186.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +7.9% | +7.8% |
| 7D | +10.6% | -2.3% | +12.9% | +15.0% |
| 30D | -4.1% | -5.0% | +0.8% | +4.0% |
| 3M | -25.5% | -4.9% | -20.6% | -19.2% |
| 6M | -62.2% | -1.5% | -60.6% | -60.6% |
| YTD | -69.9% | +8.5% | -78.4% | -72.3% |
| 1Y | -75.7% | +11.4% | -87.1% | -78.5% |
| 3Y | -73.5% | +70.1% | -143.5% | -86.4% |
| 5Y | -84.0% | +53.7% | -137.7% | -90.4% |
| All | -69.2% | +117.5% | -186.7% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling