-32.6%
EYE vs VT
+161.0%
-193.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +2.4% |
| 7D | +10.7% | +0.4% | +10.4% | +10.1% |
| 30D | +13.7% | -2.6% | +16.3% | +17.4% |
| 3M | -15.9% | -3.2% | -12.6% | -12.6% |
| 6M | -17.4% | +0.9% | -18.3% | -19.7% |
| YTD | -26.5% | +11.3% | -37.8% | -37.7% |
| 1Y | -21.4% | +14.0% | -35.4% | -35.5% |
| 3Y | +9.4% | +75.8% | -66.4% | -51.0% |
| 5Y | -70.1% | +57.8% | -128.0% | -84.2% |
| All | -32.6% | +161.0% | -193.6% | -81.7% |
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