+249.3%
EIG vs VT
+346.0%
-96.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | +5.7% | -2.3% | +8.0% | +7.4% |
| 30D | -3.8% | -5.0% | +1.1% | -0.2% |
| 3M | -5.8% | -4.9% | -0.9% | -2.5% |
| 6M | +16.1% | -1.5% | +17.7% | +16.4% |
| YTD | +12.1% | +8.5% | +3.6% | +4.0% |
| 1Y | +27.5% | +11.4% | +16.1% | +15.8% |
| 3Y | +32.2% | +70.1% | -37.9% | -14.5% |
| 5Y | +39.4% | +53.7% | -14.3% | -4.4% |
| 10Y | +111.5% | +220.0% | -108.4% | -22.7% |
| All | +249.3% | +346.0% | -96.7% | -3.2% |
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