+178.8%
EYLD vs VT
+215.5%
-36.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -2.6% | -2.3% | -0.3% | -0.9% |
| 30D | -8.7% | -5.0% | -3.7% | -5.3% |
| 3M | -4.8% | -4.9% | +0.1% | -1.3% |
| 6M | -3.8% | -1.5% | -2.2% | -2.4% |
| YTD | +17.8% | +8.5% | +9.3% | +12.0% |
| 1Y | +20.3% | +11.4% | +9.0% | +12.3% |
| 3Y | +73.5% | +70.1% | +3.5% | +21.7% |
| 5Y | +64.3% | +53.7% | +10.6% | +22.4% |
| All | +178.8% | +215.5% | -36.7% | +19.1% |
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