+700.0%
EU vs VT
+231.8%
+468.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.1% |
| 7D | -11.1% | -0.3% | -10.8% | -10.5% |
| 30D | -32.7% | -1.4% | -31.3% | -31.0% |
| 3M | -37.4% | -1.4% | -36.0% | -35.3% |
| 6M | -61.3% | +5.5% | -66.8% | -62.8% |
| YTD | -71.0% | +12.8% | -83.8% | -74.1% |
| 1Y | -73.2% | +15.4% | -88.7% | -76.6% |
| 3Y | -77.4% | +76.9% | -154.3% | -87.5% |
| 5Y | -84.9% | +60.4% | -145.3% | -90.5% |
| 10Y | +700.0% | +232.8% | +467.2% | +252.0% |
| All | +700.0% | +231.8% | +468.2% | +252.0% |
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