-32.5%
EYE vs VT
+159.7%
-192.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | +13.2% | -0.1% | +13.4% | +13.4% |
| 30D | +14.0% | -3.1% | +17.0% | +18.5% |
| 3M | -15.2% | -3.5% | -11.7% | -11.6% |
| 6M | -17.2% | +0.5% | -17.7% | -19.0% |
| YTD | -26.4% | +10.8% | -37.2% | -37.2% |
| 1Y | -21.3% | +11.9% | -33.1% | -33.6% |
| 3Y | +3.1% | +73.0% | -69.8% | -52.8% |
| 5Y | -65.6% | +58.6% | -124.2% | -81.9% |
| All | -32.5% | +159.7% | -192.2% | -81.5% |
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