-60.6%
EUM vs VT
+221.8%
-282.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.2% |
| 7D | -2.7% | +2.4% | -5.0% | -0.2% |
| 30D | +5.5% | -1.5% | +7.0% | +4.4% |
| 3M | +9.6% | -4.1% | +13.7% | +5.8% |
| 6M | +8.6% | +0.6% | +8.0% | +11.2% |
| YTD | -12.3% | +11.0% | -23.3% | +0.5% |
| 1Y | -12.7% | +13.3% | -26.0% | +2.2% |
| 3Y | -36.6% | +73.4% | -110.0% | +16.8% |
| 5Y | -18.3% | +57.4% | -75.7% | +44.3% |
| All | -60.6% | +221.8% | -282.4% | +83.6% |
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