-73.5%
EH vs VT
+69.7%
-143.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +7.9% | +7.7% |
| 7D | +10.6% | -2.3% | +12.9% | +16.2% |
| 30D | -4.1% | -5.0% | +0.8% | +6.2% |
| 3M | -25.5% | -4.9% | -20.6% | -17.5% |
| 6M | -62.2% | -1.5% | -60.6% | -60.2% |
| YTD | -69.9% | +8.5% | -78.4% | -72.9% |
| 1Y | -75.7% | +11.4% | -87.1% | -79.2% |
| 3Y | -73.5% | +70.1% | -143.5% | -90.7% |
| All | -73.5% | +69.7% | -143.2% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling