-68.1%
EH vs VT
+122.1%
-190.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +7.9% | -0.1% | +8.0% | +8.6% |
| 30D | -1.7% | -3.1% | +1.4% | +3.6% |
| 3M | -27.6% | -3.5% | -24.1% | -23.1% |
| 6M | -60.0% | +0.5% | -60.5% | -59.5% |
| YTD | -68.7% | +10.8% | -79.5% | -72.1% |
| 1Y | -74.9% | +11.9% | -86.8% | -77.9% |
| 3Y | -68.3% | +73.0% | -141.3% | -84.2% |
| 5Y | -82.7% | +58.6% | -141.4% | -90.0% |
| All | -68.1% | +122.1% | -190.2% | -82.6% |
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