-68.1%
EH vs VT
+123.2%
-191.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | -0.1% |
| 7D | +9.6% | +0.4% | +9.2% | +9.5% |
| 30D | -1.7% | -2.6% | +0.9% | +2.9% |
| 3M | -28.2% | -3.2% | -25.0% | -24.1% |
| 6M | -60.0% | +0.9% | -60.9% | -59.8% |
| YTD | -68.7% | +11.3% | -80.0% | -72.3% |
| 1Y | -75.1% | +14.0% | -89.1% | -78.7% |
| 3Y | -68.5% | +75.8% | -144.3% | -84.6% |
| 5Y | -83.8% | +57.8% | -141.7% | -90.6% |
| All | -68.1% | +123.2% | -191.2% | -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