-71.6%
EH vs VT
+117.0%
-188.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.1% | -6.0% | -4.1% |
| 7D | 0.0% | -4.2% | +4.2% | +6.9% |
| 30D | -10.5% | -5.8% | -4.7% | -1.7% |
| 3M | -31.4% | -5.2% | -26.2% | -25.2% |
| 6M | -63.7% | +0.1% | -63.9% | -63.1% |
| YTD | -72.2% | +8.2% | -80.4% | -74.3% |
| 1Y | -77.8% | +10.1% | -87.9% | -80.0% |
| 3Y | -76.2% | +69.7% | -145.9% | -87.8% |
| 5Y | -85.2% | +53.4% | -138.6% | -91.1% |
| All | -71.6% | +117.0% | -188.5% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling