+12.5%
EIM vs VT
+224.5%
-212.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -0.7% | +1.0% | -1.7% | -1.0% |
| 3M | -1.3% | +2.4% | -3.7% | -2.0% |
| 6M | -2.3% | +12.0% | -14.3% | -5.2% |
| YTD | +1.5% | +15.3% | -13.8% | -2.2% |
| 1Y | +2.9% | +22.6% | -19.7% | -2.4% |
| 3Y | +17.4% | +74.7% | -57.3% | +1.0% |
| 5Y | -10.8% | +66.1% | -77.0% | -22.7% |
| All | +12.5% | +224.5% | -212.0% | -23.8% |
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