+544.4%
EUSA vs VT
+456.1%
+88.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -2.5% | -0.7% | -1.8% | -1.9% |
| 3M | +2.8% | +4.0% | -1.2% | -0.6% |
| 6M | +9.4% | +12.3% | -2.9% | -0.8% |
| YTD | +12.0% | +14.0% | -2.0% | +0.2% |
| 1Y | +14.1% | +20.3% | -6.2% | -2.4% |
| 3Y | +54.0% | +75.4% | -21.4% | -3.0% |
| 5Y | +43.2% | +66.0% | -22.7% | -5.4% |
| 10Y | +198.1% | +228.2% | -30.0% | +25.4% |
| All | +544.4% | +456.1% | +88.4% | +123.8% |
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