-83.8%
EH vs VT
+57.4%
-141.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | -1.6% |
| 7D | +9.6% | +0.4% | +9.2% | +9.3% |
| 30D | -1.7% | -2.6% | +0.9% | +4.5% |
| 3M | -28.2% | -3.2% | -25.0% | -22.6% |
| 6M | -60.0% | +0.9% | -60.9% | -60.0% |
| YTD | -68.7% | +11.3% | -80.0% | -74.0% |
| 1Y | -75.1% | +14.0% | -89.1% | -80.3% |
| 3Y | -68.5% | +75.8% | -144.3% | -90.0% |
| 5Y | -83.8% | +57.8% | -141.7% | -92.8% |
| All | -83.8% | +57.4% | -141.2% | -92.8% |
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