-95.3%
EHTH vs VT
+223.7%
-318.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -7.7% |
| 7D | -10.0% | +0.4% | -10.4% | -9.8% |
| 30D | -35.7% | -2.6% | -33.1% | -32.8% |
| 3M | -67.2% | -3.2% | -63.9% | -65.3% |
| 6M | -76.2% | +0.9% | -77.1% | -76.4% |
| YTD | -90.2% | +11.3% | -101.5% | -91.6% |
| 1Y | -89.0% | +14.0% | -103.0% | -90.8% |
| 3Y | -93.9% | +75.8% | -169.8% | -97.0% |
| 5Y | -98.5% | +57.8% | -156.3% | -99.1% |
| 10Y | -95.3% | +219.8% | -315.1% | -98.6% |
| All | -95.3% | +223.7% | -318.9% | -98.6% |
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