+30.4%
EUO vs VT
+635.8%
-605.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.1% |
| 7D | -1.0% | -0.3% | -0.7% | -1.1% |
| 30D | +0.1% | -1.4% | +1.5% | -0.4% |
| 3M | +6.9% | -1.4% | +8.2% | +6.4% |
| 6M | +11.3% | +5.5% | +5.8% | +13.5% |
| YTD | +13.9% | +12.8% | +1.1% | +19.0% |
| 1Y | +9.4% | +15.4% | -6.0% | +15.1% |
| 3Y | +5.2% | +76.9% | -71.7% | +28.5% |
| 5Y | +28.9% | +60.4% | -31.5% | +55.8% |
| 10Y | +33.4% | +232.8% | -199.3% | +114.1% |
| All | +30.4% | +635.8% | -605.4% | +237.8% |
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