-17.1%
EIDO vs VT
+462.5%
-479.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.2% | +0.4% | +2.7% | +2.7% |
| 30D | +2.8% | +1.0% | +1.9% | +1.9% |
| 3M | +11.0% | +2.4% | +8.6% | +8.2% |
| 6M | -21.1% | +12.0% | -33.1% | -29.7% |
| YTD | -28.8% | +15.3% | -44.2% | -38.5% |
| 1Y | -24.4% | +22.6% | -47.0% | -38.6% |
| 3Y | -37.1% | +74.7% | -111.8% | -64.9% |
| 5Y | -28.7% | +66.1% | -94.8% | -59.1% |
| 10Y | -35.7% | +225.0% | -260.7% | -82.4% |
| All | -17.1% | +462.5% | -479.5% | -86.6% |
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 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