-39.6%
EYE vs VT
+169.1%
-208.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.3% |
| 7D | +1.9% | +1.0% | +0.8% | +0.4% |
| 30D | -24.6% | -0.2% | -24.4% | -24.5% |
| 3M | +5.3% | +4.5% | +0.7% | -1.6% |
| 6M | -39.1% | +14.1% | -53.1% | -49.8% |
| YTD | -34.2% | +14.8% | -48.9% | -46.2% |
| 1Y | -26.3% | +21.2% | -47.5% | -44.1% |
| 3Y | +0.8% | +76.6% | -75.7% | -54.9% |
| 5Y | -71.2% | +66.6% | -137.8% | -85.8% |
| All | -39.6% | +169.1% | -208.7% | -84.2% |
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 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