+91.7%
EOT vs VT
+542.9%
-451.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +5.3% | -1.7% | +7.1% | +5.6% |
| 3M | -7.7% | -2.3% | -5.4% | -7.4% |
| 6M | -4.2% | +1.5% | -5.7% | -4.5% |
| YTD | -1.6% | +12.0% | -13.6% | -3.3% |
| 1Y | -0.7% | +12.9% | -13.5% | -2.5% |
| 3Y | +18.1% | +74.9% | -56.8% | +8.8% |
| 5Y | -10.7% | +59.9% | -70.7% | -17.1% |
| 10Y | +18.5% | +224.6% | -206.1% | +1.1% |
| All | +91.7% | +542.9% | -451.2% | +60.7% |
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 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