-89.8%
EU vs VT
+353.0%
-442.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -11.5% | -1.6% | -9.9% | -10.0% |
| 30D | -32.4% | -2.5% | -29.9% | -30.4% |
| 3M | -36.1% | -1.3% | -34.8% | -34.5% |
| 6M | -63.1% | +3.1% | -66.2% | -63.3% |
| YTD | -72.2% | +10.9% | -83.1% | -73.9% |
| 1Y | -76.0% | +12.1% | -88.0% | -77.5% |
| 3Y | -78.4% | +73.9% | -152.3% | -85.4% |
| 5Y | -85.3% | +58.0% | -143.2% | -89.1% |
| 10Y | +666.7% | +225.5% | +441.2% | +329.1% |
| All | -89.8% | +353.0% | -442.7% | -94.7% |
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