+25.2%
EURL vs VT
+245.0%
-219.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.2% |
| 7D | +1.0% | -1.6% | +2.6% | +5.8% |
| 30D | +2.3% | -2.5% | +4.8% | +10.0% |
| 3M | -13.3% | -1.3% | -12.0% | -9.7% |
| 6M | -2.5% | +3.1% | -5.6% | -9.2% |
| YTD | +4.6% | +10.9% | -6.4% | -18.8% |
| 1Y | +17.9% | +12.1% | +5.8% | -10.8% |
| 3Y | +157.0% | +73.9% | +83.1% | -43.1% |
| 5Y | +18.2% | +58.0% | -39.7% | -57.5% |
| 10Y | +173.5% | +225.5% | -51.9% | -83.3% |
| All | +25.2% | +245.0% | -219.8% | -91.7% |
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