-85.1%
EUM vs VT
+346.0%
-431.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -1.7% |
| 7D | +2.7% | -2.3% | +5.0% | +0.2% |
| 30D | +13.5% | -5.0% | +18.4% | +7.4% |
| 3M | +9.8% | -4.9% | +14.7% | +4.3% |
| 6M | +11.9% | -1.5% | +13.4% | +12.1% |
| YTD | -9.9% | +8.5% | -18.4% | +2.7% |
| 1Y | -10.5% | +11.4% | -21.9% | +5.3% |
| 3Y | -34.0% | +70.1% | -104.1% | +32.9% |
| 5Y | -17.9% | +53.7% | -71.6% | +55.6% |
| 10Y | -57.8% | +220.0% | -277.8% | +137.2% |
| All | -85.1% | +346.0% | -431.1% | +159.7% |
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 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