-36.0%
EIDO vs VT
+429.1%
-465.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | +1.1% | -2.3% | +3.4% | +3.3% |
| 30D | -15.1% | -5.0% | -10.1% | -10.7% |
| 3M | -20.1% | -4.9% | -15.3% | -16.2% |
| 6M | -32.1% | -1.5% | -30.6% | -31.3% |
| YTD | -45.1% | +8.5% | -53.6% | -49.7% |
| 1Y | -43.8% | +11.4% | -55.2% | -49.9% |
| 3Y | -47.7% | +70.1% | -117.7% | -70.0% |
| 5Y | -49.6% | +53.7% | -103.4% | -68.7% |
| 10Y | -49.7% | +220.0% | -269.6% | -86.1% |
| All | -36.0% | +429.1% | -465.1% | -89.0% |
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 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