+235.9%
EUFN vs VT
+214.8%
+21.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +3.3% |
| 7D | +3.0% | -4.2% | +7.1% | +7.9% |
| 30D | -0.4% | -5.8% | +5.4% | +6.3% |
| 3M | -7.0% | -5.2% | -1.8% | -1.4% |
| 6M | +9.1% | +0.1% | +9.0% | +8.8% |
| YTD | +9.2% | +8.2% | +0.9% | +0.1% |
| 1Y | +20.8% | +10.1% | +10.7% | +8.6% |
| 3Y | +139.9% | +69.7% | +70.2% | +31.9% |
| 5Y | +135.8% | +53.4% | +82.5% | +46.0% |
| All | +235.9% | +214.8% | +21.1% | -18.7% |
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 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