+19.2%
EIM vs VT
+223.7%
-204.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.8% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +5.6% | -2.6% | +8.2% | +6.2% |
| 3M | -2.9% | -3.2% | +0.3% | -2.2% |
| 6M | -4.1% | +0.9% | -5.0% | -4.4% |
| YTD | +0.5% | +11.3% | -10.8% | -2.3% |
| 1Y | +0.1% | +14.0% | -13.9% | -3.3% |
| 3Y | +20.9% | +75.8% | -54.9% | +3.9% |
| 5Y | -10.1% | +57.8% | -67.9% | -21.0% |
| 10Y | +19.2% | +219.8% | -200.6% | -19.4% |
| All | +19.2% | +223.7% | -204.5% | -19.4% |
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