+28.7%
EUO vs VT
+221.8%
-193.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | +2.2% | +2.4% | -0.2% | +2.7% |
| 30D | +2.7% | -1.5% | +4.2% | +2.4% |
| 3M | +10.7% | -4.1% | +14.8% | +9.8% |
| 6M | +15.7% | +0.6% | +15.2% | +16.0% |
| YTD | +18.3% | +11.0% | +7.2% | +21.1% |
| 1Y | +16.6% | +13.3% | +3.3% | +19.9% |
| 3Y | +8.6% | +73.4% | -64.8% | +22.0% |
| 5Y | +31.4% | +57.4% | -26.1% | +49.2% |
| All | +28.7% | +221.8% | -193.0% | +60.1% |
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