+383.1%
EHC vs VT
+215.5%
+167.6%
-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 | +10.4% | -4.9% | +15.3% | +14.2% |
| 6M | +31.5% | -1.5% | +33.0% | +31.5% |
| YTD | +30.5% | +8.5% | +22.1% | +20.5% |
| 1Y | +20.4% | +11.4% | +9.0% | +8.7% |
| 3Y | +118.1% | +70.1% | +48.0% | +37.1% |
| 5Y | +179.1% | +53.7% | +125.4% | +89.9% |
| All | +383.1% | +215.5% | +167.6% | +80.6% |
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