+17.4%
EOT vs VT
+222.7%
-205.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.8% | -0.7% | -3.1% | -3.7% |
| 3M | -0.9% | +4.0% | -4.9% | -1.8% |
| 6M | -4.3% | +12.3% | -16.6% | -7.0% |
| YTD | +2.0% | +14.0% | -12.1% | -1.3% |
| 1Y | +5.8% | +20.3% | -14.5% | +1.1% |
| 3Y | +17.6% | +75.4% | -57.8% | +2.4% |
| 5Y | -5.9% | +66.0% | -71.9% | -17.4% |
| 10Y | +17.4% | +228.2% | -210.8% | -16.7% |
| All | +17.4% | +222.7% | -205.3% | -16.7% |
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