+228.1%
EYLD vs VT
+233.7%
-5.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 6M | +18.9% | +12.0% | +6.9% | +10.1% |
| YTD | +32.5% | +15.3% | +17.1% | +20.3% |
| 1Y | +42.3% | +22.6% | +19.7% | +23.9% |
| 3Y | +98.1% | +74.7% | +23.4% | +35.2% |
| 5Y | +74.1% | +66.1% | +8.0% | +22.2% |
| 10Y | +217.6% | +225.0% | -7.4% | +27.3% |
| All | +228.1% | +233.7% | -5.6% | +17.2% |
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 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