+174.6%
EIS vs VT
+345.0%
-170.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.9% | -1.4% |
| 7D | -9.9% | -4.2% | -5.7% | -6.5% |
| 30D | -11.1% | -5.8% | -5.3% | -6.4% |
| 3M | -11.2% | -5.2% | -5.9% | -6.8% |
| 6M | -20.4% | +0.1% | -20.6% | -20.3% |
| YTD | -2.3% | +8.2% | -10.5% | -8.4% |
| 1Y | +4.5% | +10.1% | -5.6% | -3.4% |
| 3Y | +124.6% | +69.7% | +55.0% | +43.8% |
| 5Y | +47.9% | +53.4% | -5.5% | +3.4% |
| 10Y | +169.1% | +219.2% | -50.1% | +3.6% |
| All | +174.6% | +345.0% | -170.4% | -24.2% |
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