+75.1%
EYLD vs VT
+66.2%
+8.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.5% | +0.4% | +2.0% | +2.1% |
| 30D | +7.6% | +1.0% | +6.6% | +6.8% |
| 3M | +6.6% | +2.4% | +4.2% | +4.7% |
| 6M | +18.9% | +12.0% | +6.9% | +9.4% |
| YTD | +32.5% | +15.3% | +17.1% | +19.4% |
| 1Y | +42.3% | +22.6% | +19.7% | +22.8% |
| 3Y | +98.1% | +74.7% | +23.4% | +32.7% |
| All | +75.1% | +66.2% | +8.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling