-40.8%
EOLS vs VT
+144.1%
-184.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -7.4% | -2.3% | -5.1% | -4.4% |
| 30D | -12.1% | -5.0% | -7.1% | -5.8% |
| 3M | -8.2% | -4.9% | -3.3% | -1.8% |
| 6M | +7.7% | -1.5% | +9.2% | +9.3% |
| YTD | +2.3% | +8.5% | -6.2% | -8.1% |
| 1Y | -5.2% | +11.4% | -16.6% | -17.7% |
| 3Y | -14.6% | +70.1% | -84.7% | -56.7% |
| 5Y | -9.7% | +53.7% | -63.5% | -47.5% |
| All | -40.8% | +144.1% | -184.9% | -80.4% |
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