+159.8%
EIRL vs VT
+223.7%
-63.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.1% |
| 30D | +6.8% | -2.6% | +9.4% | +9.5% |
| 3M | +1.4% | -3.2% | +4.6% | +4.6% |
| 6M | +13.4% | +0.9% | +12.5% | +12.0% |
| YTD | +15.7% | +11.3% | +4.4% | +4.0% |
| 1Y | +25.8% | +14.0% | +11.8% | +10.5% |
| 3Y | +67.2% | +75.8% | -8.7% | -5.2% |
| 5Y | +57.5% | +57.8% | -0.3% | -0.5% |
| 10Y | +159.8% | +219.8% | -60.0% | -14.8% |
| All | +159.8% | +223.7% | -63.8% | -14.8% |
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