+53.2%
EIRL vs VT
+53.4%
-0.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.3% |
| 7D | +1.5% | -2.3% | +3.8% | +3.9% |
| 30D | +2.1% | -5.0% | +7.1% | +7.4% |
| 3M | +0.7% | -4.9% | +5.6% | +5.8% |
| 6M | +9.9% | -1.5% | +11.4% | +11.1% |
| YTD | +13.2% | +8.5% | +4.7% | +3.7% |
| 1Y | +22.2% | +11.4% | +10.8% | +9.0% |
| 3Y | +61.0% | +70.1% | -9.0% | -10.6% |
| All | +53.2% | +53.4% | -0.2% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling