+4.3%
EINC vs VT
+331.9%
-327.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -10.4% | -2.3% | -8.1% | -8.8% |
| 30D | -3.9% | -5.0% | +1.0% | 0.0% |
| 3M | -6.5% | -4.9% | -1.6% | -2.9% |
| 6M | -4.1% | -1.5% | -2.6% | -3.9% |
| YTD | +18.2% | +8.5% | +9.7% | +8.1% |
| 1Y | +24.0% | +11.4% | +12.6% | +10.7% |
| 3Y | +85.9% | +70.1% | +15.9% | +12.8% |
| 5Y | +132.8% | +53.7% | +79.0% | +53.2% |
| 10Y | +162.3% | +220.0% | -57.6% | -11.1% |
| All | +4.3% | +331.9% | -327.6% | -70.5% |
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