-37.6%
EOLS vs VT
+150.5%
-188.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.4% |
| 7D | +5.7% | +2.9% | +2.8% | +2.0% |
| 30D | -4.4% | -2.5% | -1.9% | -0.7% |
| 3M | -11.6% | -3.3% | -8.2% | -7.3% |
| 6M | +10.5% | +1.5% | +8.9% | +8.0% |
| YTD | +8.0% | +11.4% | -3.4% | -6.1% |
| 1Y | -1.6% | +11.9% | -13.6% | -15.0% |
| 3Y | -10.3% | +73.9% | -84.1% | -55.7% |
| 5Y | -0.6% | +57.9% | -58.4% | -44.1% |
| All | -37.6% | +150.5% | -188.1% | -80.0% |
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 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