-59.3%
EUM vs VT
+217.6%
-277.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.7% |
| 30D | +10.0% | -3.1% | +13.0% | +7.1% |
| 3M | +7.7% | -3.5% | +11.2% | +4.7% |
| 6M | +10.2% | +0.5% | +9.8% | +12.8% |
| YTD | -11.9% | +10.8% | -22.7% | +0.7% |
| 1Y | -11.1% | +11.9% | -23.0% | +2.7% |
| 3Y | -36.3% | +73.0% | -109.3% | +17.1% |
| 5Y | -19.6% | +58.6% | -78.2% | +43.1% |
| 10Y | -59.3% | +219.2% | -278.5% | +90.4% |
| All | -59.3% | +217.6% | -277.0% | +90.4% |
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