+134.9%
EIS vs VT
+74.0%
+60.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +0.8% | +2.4% | -1.5% | -1.5% |
| 30D | -4.8% | -1.5% | -3.3% | -3.3% |
| 3M | -9.7% | -4.1% | -5.6% | -5.8% |
| 6M | -15.7% | +0.6% | -16.2% | -15.8% |
| YTD | +2.7% | +11.0% | -8.3% | -6.7% |
| 1Y | +7.8% | +13.3% | -5.6% | -4.0% |
| 3Y | +134.9% | +73.4% | +61.6% | +40.0% |
| All | +134.9% | +74.0% | +60.9% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling