+114.3%
EIG vs VT
+221.4%
-107.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.5% |
| 30D | 0.0% | -0.2% | +0.3% | +0.1% |
| 3M | +8.6% | +4.5% | +4.0% | +5.5% |
| 6M | +23.7% | +14.1% | +9.7% | +13.5% |
| YTD | +16.5% | +14.8% | +1.8% | +6.3% |
| 1Y | +19.6% | +21.2% | -1.6% | +5.2% |
| 3Y | +37.1% | +76.6% | -39.4% | -5.9% |
| 5Y | +46.8% | +66.6% | -19.8% | +3.7% |
| 10Y | +114.3% | +222.3% | -108.0% | -13.9% |
| All | +114.3% | +221.4% | -107.2% | -13.9% |
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