+20.9%
EUO vs VT
+652.2%
-631.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.4% | +0.4% | -0.9% | -0.3% |
| 30D | -0.7% | +1.0% | -1.7% | -0.4% |
| 3M | +1.2% | +2.4% | -1.2% | +2.1% |
| 6M | +2.7% | +12.0% | -9.3% | +6.9% |
| YTD | +5.6% | +15.3% | -9.7% | +11.1% |
| 1Y | +5.5% | +22.6% | -17.0% | +13.3% |
| 3Y | -0.6% | +74.7% | -75.2% | +21.0% |
| 5Y | +26.2% | +66.1% | -39.9% | +54.4% |
| 10Y | +24.3% | +225.0% | -200.7% | +96.9% |
| All | +20.9% | +652.2% | -631.3% | +215.2% |
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