+64.9%
EL vs VT
+217.6%
-152.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +7.6% | -0.1% | +7.8% | +7.9% |
| 30D | +15.7% | -3.1% | +18.7% | +19.9% |
| 3M | +30.5% | -3.5% | +34.0% | +36.2% |
| 6M | +32.5% | +0.5% | +32.1% | +31.4% |
| YTD | +9.4% | +10.8% | -1.3% | -2.9% |
| 1Y | +28.4% | +11.9% | +16.5% | +12.6% |
| 3Y | +4.4% | +73.0% | -68.5% | -43.4% |
| 5Y | -64.5% | +58.6% | -123.1% | -78.5% |
| 10Y | +64.9% | +219.2% | -154.3% | -49.9% |
| All | +64.9% | +217.6% | -152.8% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling