-97.2%
EHTH vs VT
+345.0%
-442.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.1% | -13.4% | -13.1% |
| 7D | 0.0% | -4.2% | +4.2% | +5.6% |
| 30D | -31.6% | -5.8% | -25.8% | -26.3% |
| 3M | -58.7% | -5.2% | -53.5% | -55.7% |
| 6M | -73.6% | +0.1% | -73.7% | -73.4% |
| YTD | -88.7% | +8.2% | -96.9% | -89.6% |
| 1Y | -89.5% | +10.1% | -99.6% | -90.4% |
| 3Y | -94.0% | +69.7% | -163.6% | -96.4% |
| 5Y | -98.7% | +53.4% | -152.1% | -99.1% |
| 10Y | -93.5% | +219.2% | -312.7% | -97.7% |
| All | -97.2% | +345.0% | -442.1% | -99.2% |
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