+266.6%
EIG vs VT
+374.2%
-107.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | +0.4% | +0.5% | +0.6% |
| 30D | -1.5% | +1.0% | -2.5% | -2.3% |
| 3M | +12.4% | +2.4% | +10.1% | +9.8% |
| 6M | +19.4% | +12.0% | +7.4% | +8.6% |
| YTD | +17.7% | +15.3% | +2.3% | +4.5% |
| 1Y | +18.2% | +22.6% | -4.4% | -0.1% |
| 3Y | +37.0% | +74.7% | -37.6% | -12.8% |
| 5Y | +45.7% | +66.1% | -20.4% | -5.5% |
| 10Y | +117.5% | +225.0% | -107.5% | -20.9% |
| All | +266.6% | +374.2% | -107.6% | -2.8% |
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 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