+46.9%
EURL vs VT
+258.7%
-211.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.3% | +0.4% | -1.8% | -2.6% |
| 30D | -1.7% | +1.0% | -2.7% | -4.4% |
| 3M | +9.4% | +2.4% | +7.0% | +2.9% |
| 6M | +12.7% | +12.0% | +0.7% | -15.9% |
| YTD | +22.7% | +15.3% | +7.4% | -15.1% |
| 1Y | +48.9% | +22.6% | +26.3% | -13.7% |
| 3Y | +161.6% | +74.7% | +87.0% | -42.3% |
| 5Y | +37.3% | +66.1% | -28.9% | -57.2% |
| 10Y | +164.1% | +225.0% | -60.9% | -83.5% |
| All | +46.9% | +258.7% | -211.8% | -91.3% |
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