+1.3%
EIC vs VT
+136.4%
-135.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -0.3% |
| 7D | -1.8% | +0.4% | -2.2% | -2.1% |
| 30D | -2.7% | -2.6% | -0.1% | -1.3% |
| 3M | -12.5% | -3.2% | -9.3% | -11.0% |
| 6M | -16.9% | +0.9% | -17.9% | -17.7% |
| YTD | -19.2% | +11.3% | -30.5% | -24.5% |
| 1Y | -23.1% | +14.0% | -37.1% | -29.2% |
| 3Y | -11.0% | +75.8% | -86.8% | -37.7% |
| 5Y | -11.7% | +57.8% | -69.6% | -34.1% |
| All | +1.3% | +136.4% | -135.1% | -52.0% |
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