+3.0%
EIC vs VT
+138.0%
-134.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.6% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | -1.1% | -1.7% | +0.6% | -0.2% |
| 3M | -10.5% | -2.3% | -8.2% | -9.4% |
| 6M | -15.3% | +1.5% | -16.8% | -16.3% |
| YTD | -17.8% | +12.0% | -29.8% | -23.5% |
| 1Y | -21.0% | +12.9% | -33.9% | -26.9% |
| 3Y | -11.0% | +74.9% | -85.9% | -37.4% |
| 5Y | -10.3% | +59.9% | -70.2% | -33.6% |
| All | +3.0% | +138.0% | -134.9% | -51.3% |
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 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