-34.0%
EYE vs VT
+161.1%
-195.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.5% |
| 7D | +4.0% | +2.9% | +1.1% | 0.0% |
| 30D | +9.0% | -2.5% | +11.5% | +12.3% |
| 3M | -4.8% | -3.3% | -1.5% | -1.0% |
| 6M | -11.3% | +1.5% | -12.8% | -14.7% |
| YTD | -28.1% | +11.4% | -39.4% | -39.1% |
| 1Y | -24.9% | +11.9% | -36.8% | -36.8% |
| 3Y | +0.8% | +73.9% | -73.1% | -54.3% |
| 5Y | -63.5% | +57.9% | -121.3% | -80.7% |
| All | -34.0% | +161.1% | -195.1% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling