-84.9%
EH vs VT
+57.0%
-141.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.2% |
| 7D | -6.8% | +2.4% | -9.2% | -11.2% |
| 30D | -2.1% | -1.5% | -0.6% | +1.7% |
| 3M | -36.5% | -4.1% | -32.4% | -30.3% |
| 6M | -63.6% | +0.6% | -64.1% | -63.3% |
| YTD | -71.9% | +11.0% | -83.0% | -76.6% |
| 1Y | -76.3% | +13.3% | -89.7% | -81.1% |
| 3Y | -72.3% | +73.4% | -145.7% | -90.8% |
| All | -84.9% | +57.0% | -141.9% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling