+600.0%
EU vs VT
+214.8%
+385.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.1% | -8.4% | -7.0% |
| 7D | -20.3% | -4.2% | -16.1% | -14.9% |
| 30D | -44.7% | -5.8% | -38.9% | -39.5% |
| 3M | -45.2% | -5.2% | -40.0% | -40.0% |
| 6M | -66.1% | +0.1% | -66.3% | -64.9% |
| YTD | -74.6% | +8.2% | -82.8% | -75.9% |
| 1Y | -76.3% | +10.1% | -86.4% | -77.9% |
| 3Y | -80.3% | +69.7% | -149.9% | -88.4% |
| 5Y | -86.6% | +53.4% | -140.0% | -91.0% |
| All | +600.0% | +214.8% | +385.2% | +196.9% |
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