+186.4%
EIS vs VT
+346.0%
-159.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.1% |
| 7D | -3.3% | -2.3% | -1.0% | -1.3% |
| 30D | -5.5% | -5.0% | -0.5% | -1.2% |
| 3M | -7.7% | -4.9% | -2.9% | -3.6% |
| 6M | -17.9% | -1.5% | -16.3% | -16.5% |
| YTD | +1.9% | +8.5% | -6.6% | -4.6% |
| 1Y | +10.6% | +11.4% | -0.8% | +1.3% |
| 3Y | +132.8% | +70.1% | +62.8% | +48.8% |
| 5Y | +54.3% | +53.7% | +0.5% | +7.7% |
| 10Y | +180.7% | +220.0% | -39.2% | +7.9% |
| All | +186.4% | +346.0% | -159.6% | -21.1% |
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