-11.6%
EOLS vs VT
+74.5%
-86.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.5% |
| 7D | +5.7% | +2.9% | +2.8% | +2.1% |
| 30D | -4.4% | -2.5% | -1.9% | -0.8% |
| 3M | -11.6% | -3.3% | -8.2% | -7.4% |
| 6M | +10.5% | +1.5% | +8.9% | +7.9% |
| YTD | +8.0% | +11.4% | -3.4% | -6.6% |
| 1Y | -1.6% | +11.9% | -13.6% | -15.5% |
| All | -11.6% | +74.5% | -86.1% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling