+103.3%
EUDG vs VT
+229.4%
-126.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | +0.9% | -2.3% | +3.3% | +3.0% |
| 30D | +3.9% | -5.0% | +8.8% | +8.5% |
| 3M | -4.1% | -4.9% | +0.8% | +0.1% |
| 6M | +0.6% | -1.5% | +2.2% | +1.7% |
| YTD | +4.4% | +8.5% | -4.0% | -3.1% |
| 1Y | +11.9% | +11.4% | +0.6% | +1.5% |
| 3Y | +43.4% | +70.1% | -26.6% | -11.7% |
| 5Y | +27.8% | +53.7% | -26.0% | -14.2% |
| 10Y | +136.9% | +220.0% | -83.0% | -18.6% |
| All | +103.3% | +229.4% | -126.0% | -29.9% |
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 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