-19.1%
EOLS vs VT
+159.5%
-178.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.7% | +0.4% | +4.3% | +4.1% |
| 30D | +50.5% | +1.0% | +49.5% | +48.4% |
| 3M | +40.9% | +2.4% | +38.5% | +35.6% |
| 6M | +66.4% | +12.0% | +54.4% | +42.9% |
| YTD | +39.8% | +15.3% | +24.5% | +15.7% |
| 1Y | +23.8% | +22.6% | +1.3% | -5.4% |
| 3Y | -6.2% | +74.7% | -80.8% | -54.2% |
| 5Y | -3.3% | +66.1% | -69.5% | -49.4% |
| All | -19.1% | +159.5% | -178.6% | -75.3% |
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