+1.8%
EIC vs VT
+135.3%
-133.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -2.2% | -3.1% | +0.8% | -0.6% |
| 3M | -12.2% | -3.5% | -8.7% | -10.5% |
| 6M | -16.5% | +0.5% | -17.0% | -17.1% |
| YTD | -18.8% | +10.8% | -29.6% | -24.0% |
| 1Y | -22.8% | +11.9% | -34.7% | -28.1% |
| 3Y | -12.1% | +73.0% | -85.0% | -37.8% |
| 5Y | -11.4% | +58.6% | -70.0% | -34.2% |
| All | +1.8% | +135.3% | -133.5% | -51.6% |
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