+100.3%
EIM vs VT
+346.0%
-245.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +1.5% | -2.3% | +3.8% | +2.2% |
| 30D | +7.4% | -5.0% | +12.4% | +8.9% |
| 3M | -1.9% | -4.9% | +3.0% | -0.6% |
| 6M | -4.0% | -1.5% | -2.4% | -3.7% |
| YTD | +0.6% | +8.5% | -7.8% | -1.8% |
| 1Y | -0.2% | +11.4% | -11.5% | -3.3% |
| 3Y | +23.0% | +70.1% | -47.1% | +5.0% |
| 5Y | -9.8% | +53.7% | -63.5% | -21.3% |
| 10Y | +18.9% | +220.0% | -201.0% | -18.4% |
| All | +100.3% | +346.0% | -245.7% | +7.8% |
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