+253.9%
EUFN vs VT
+448.0%
-194.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +0.4% | +1.0% | +0.9% |
| 30D | +1.6% | +1.0% | +0.6% | +0.4% |
| 3M | +16.3% | +2.4% | +13.9% | +12.8% |
| 6M | +23.2% | +12.0% | +11.2% | +7.1% |
| YTD | +19.3% | +15.3% | +3.9% | 0.0% |
| 1Y | +34.5% | +22.6% | +11.9% | +4.4% |
| 3Y | +156.8% | +74.7% | +82.1% | +26.4% |
| 5Y | +168.9% | +66.1% | +102.7% | +41.0% |
| 10Y | +266.4% | +225.0% | +41.4% | -22.0% |
| All | +253.9% | +448.0% | -194.1% | -59.2% |
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