+140.6%
EUFN vs VT
+60.6%
+80.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +3.3% |
| 7D | +4.7% | -0.3% | +5.0% | +5.1% |
| 30D | +1.6% | -1.4% | +3.1% | +3.2% |
| 3M | -5.8% | -1.4% | -4.4% | -4.4% |
| 6M | +11.7% | +5.5% | +6.2% | +5.7% |
| YTD | +10.5% | +12.8% | -2.3% | -2.2% |
| 1Y | +23.9% | +15.4% | +8.5% | +7.2% |
| 3Y | +142.9% | +76.9% | +66.1% | +33.9% |
| 5Y | +140.6% | +60.4% | +80.1% | +46.1% |
| All | +140.6% | +60.6% | +80.0% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling