+382.3%
EHC vs VT
+215.5%
+166.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.8% |
| 7D | +1.2% | -2.3% | +3.5% | +2.9% |
| 30D | +12.3% | -5.0% | +17.3% | +16.3% |
| 3M | +10.2% | -4.9% | +15.1% | +14.0% |
| 6M | +31.2% | -1.5% | +32.8% | +31.2% |
| YTD | +30.3% | +8.5% | +21.8% | +20.3% |
| 1Y | +20.2% | +11.4% | +8.8% | +8.5% |
| 3Y | +117.7% | +70.1% | +47.6% | +36.9% |
| 5Y | +178.6% | +53.7% | +124.9% | +89.5% |
| All | +382.3% | +215.5% | +166.7% | +80.3% |
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