-61.8%
EUM vs VT
+221.4%
-283.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.6% |
| 7D | -2.8% | +1.0% | -3.9% | -1.8% |
| 30D | -4.4% | -0.2% | -4.1% | -4.5% |
| 3M | -5.6% | +4.5% | -10.1% | -0.4% |
| 6M | -18.6% | +14.1% | -32.6% | -5.1% |
| YTD | -22.3% | +14.8% | -37.0% | -8.5% |
| 1Y | -27.8% | +21.2% | -49.0% | -9.9% |
| 3Y | -42.8% | +76.6% | -119.4% | +7.4% |
| 5Y | -27.4% | +66.6% | -94.0% | +35.6% |
| 10Y | -61.8% | +222.3% | -284.1% | +82.7% |
| All | -61.8% | +221.4% | -283.3% | +82.7% |
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