-87.1%
EUM vs VT
+374.2%
-461.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | -2.3% | +0.4% | -2.7% | -1.8% |
| 30D | -4.2% | +1.0% | -5.1% | -3.0% |
| 3M | -1.1% | +2.4% | -3.5% | +2.9% |
| 6M | -15.7% | +12.0% | -27.7% | -1.3% |
| YTD | -22.2% | +15.3% | -37.6% | -5.4% |
| 1Y | -29.2% | +22.6% | -51.8% | -7.1% |
| 3Y | -41.3% | +74.7% | -116.0% | +21.5% |
| 5Y | -26.7% | +66.1% | -92.9% | +51.5% |
| 10Y | -62.4% | +225.0% | -287.4% | +114.0% |
| All | -87.1% | +374.2% | -461.3% | +139.3% |
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