+91.9%
EIG vs VT
+222.7%
-130.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +1.2% | +2.9% | -1.7% | -0.5% |
| 30D | -4.1% | -2.5% | -1.6% | -2.8% |
| 3M | -0.8% | -3.3% | +2.5% | +0.9% |
| 6M | +17.2% | +1.5% | +15.7% | +15.4% |
| YTD | +13.1% | +11.4% | +1.7% | +4.9% |
| 1Y | +25.0% | +11.9% | +13.1% | +15.5% |
| 3Y | +35.4% | +73.9% | -38.5% | -6.3% |
| 5Y | +41.4% | +57.9% | -16.4% | +3.5% |
| All | +91.9% | +222.7% | -130.8% | -19.8% |
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