+224.6%
EIS vs VT
+374.2%
-149.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +0.4% | +2.0% | +2.1% |
| 30D | +5.0% | +1.0% | +4.0% | +4.2% |
| 3M | -1.8% | +2.4% | -4.2% | -3.6% |
| 6M | +1.0% | +12.0% | -11.0% | -8.1% |
| YTD | +15.5% | +15.3% | +0.1% | +2.5% |
| 1Y | +35.6% | +22.6% | +13.0% | +14.3% |
| 3Y | +139.3% | +74.7% | +64.6% | +49.3% |
| 5Y | +87.3% | +66.1% | +21.1% | +22.3% |
| 10Y | +193.3% | +225.0% | -31.7% | +10.7% |
| All | +224.6% | +374.2% | -149.6% | -15.2% |
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