-97.4%
EHTH vs VT
+346.0%
-443.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.9% |
| 7D | -4.1% | -2.3% | -1.8% | -0.8% |
| 30D | -33.8% | -5.0% | -28.8% | -29.4% |
| 3M | -65.2% | -4.9% | -60.3% | -62.8% |
| 6M | -76.5% | -1.5% | -75.0% | -75.9% |
| YTD | -89.8% | +8.5% | -98.3% | -90.6% |
| 1Y | -87.8% | +11.4% | -99.2% | -89.1% |
| 3Y | -94.4% | +70.1% | -164.5% | -96.7% |
| 5Y | -98.8% | +53.7% | -152.6% | -99.2% |
| 10Y | -94.1% | +220.0% | -314.1% | -97.9% |
| All | -97.4% | +346.0% | -443.4% | -99.3% |
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 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