+19.8%
EOS vs VT
+53.2%
-33.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -0.5% |
| 7D | -5.6% | -4.2% | -1.5% | -1.3% |
| 30D | -8.5% | -5.8% | -2.7% | -2.6% |
| 3M | -8.9% | -5.2% | -3.6% | -3.6% |
| 6M | -9.2% | +0.1% | -9.3% | -9.4% |
| YTD | -10.3% | +8.2% | -18.5% | -17.7% |
| 1Y | -8.9% | +10.1% | -19.1% | -17.9% |
| 3Y | +41.1% | +69.7% | -28.5% | -19.5% |
| 5Y | +19.8% | +53.4% | -33.5% | -26.6% |
| All | +19.8% | +53.2% | -33.4% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling